+1,281.0%
VRTX vs INSM
-24.3%
+1,305.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.0% |
| 7D | -1.6% | +5.9% | -7.5% | -2.1% |
| 30D | +8.0% | +23.9% | -15.9% | +5.6% |
| 3M | +4.3% | -4.1% | +8.4% | +4.5% |
| 6M | +18.9% | +2.7% | +16.2% | +17.6% |
| YTD | +18.8% | -30.4% | +49.2% | +21.4% |
| 1Y | +24.0% | -36.6% | +60.5% | +27.6% |
| 3Y | +42.1% | +406.9% | -364.8% | +11.0% |
| 5Y | +187.6% | +280.3% | -92.7% | +126.8% |
| 10Y | +485.4% | +738.5% | -253.0% | +274.9% |
| All | +1,281.0% | -24.3% | +1,305.3% | +668.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling