+1,205.2%
VST vs INSM
+803.5%
+401.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +7.2% |
| 7D | -0.5% | +6.2% | -6.7% | -1.1% |
| 30D | -17.1% | +15.4% | -32.5% | -18.2% |
| 3M | -4.6% | -11.4% | +6.9% | -3.9% |
| 6M | -9.1% | +14.6% | -23.6% | -10.9% |
| YTD | -16.6% | -33.3% | +16.7% | -14.9% |
| 1Y | -29.5% | -38.8% | +9.3% | -27.7% |
| 3Y | +297.5% | +395.7% | -98.2% | +231.3% |
| 5Y | +654.5% | +258.9% | +395.7% | +533.3% |
| 10Y | +1,205.2% | +754.3% | +450.9% | +918.0% |
| All | +1,205.2% | +803.5% | +401.7% | +918.0% |
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