+1,238.2%
VST vs INSM
+756.0%
+482.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +9.9% | +2.8% | +7.1% | +9.6% |
| 30D | +7.9% | -4.7% | +12.7% | +8.3% |
| 3M | +3.4% | +32.6% | -29.2% | +0.5% |
| 6M | -4.1% | -10.9% | +6.8% | -4.1% |
| YTD | -5.7% | -28.2% | +22.5% | -4.1% |
| 1Y | -18.9% | -14.9% | -4.0% | -19.0% |
| 3Y | +359.1% | +375.6% | -16.5% | +284.5% |
| 5Y | +766.9% | +349.1% | +417.8% | +614.4% |
| All | +1,238.2% | +756.0% | +482.2% | +976.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling