-18.9%
VST vs INSM
-13.6%
-5.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +9.9% | +2.8% | +7.1% | +9.7% |
| 30D | +7.9% | -4.7% | +12.7% | +8.2% |
| 3M | +3.4% | +32.6% | -29.2% | +1.5% |
| 6M | -4.1% | -10.9% | +6.8% | -4.4% |
| YTD | -5.7% | -28.2% | +22.5% | -7.6% |
| 1Y | -18.9% | -14.9% | -4.0% | -15.6% |
| All | -18.9% | -13.6% | -5.3% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling