-28.5%
VST vs INSM
-38.8%
+10.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +7.2% |
| 7D | -0.5% | +6.2% | -6.7% | -0.8% |
| 30D | -17.1% | +15.4% | -32.5% | -17.8% |
| 3M | -4.6% | -11.4% | +6.9% | -3.4% |
| 6M | -9.1% | +14.6% | -23.6% | -10.4% |
| YTD | -16.6% | -33.3% | +16.7% | -16.4% |
| All | -28.5% | -38.8% | +10.3% | -29.8% |
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