+1,216.9%
VST vs INSM
+765.6%
+451.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +8.9% | +6.5% | +2.4% | +8.3% |
| 30D | +6.2% | +27.5% | -21.3% | +3.6% |
| 3M | -2.7% | +20.4% | -23.1% | -4.7% |
| 6M | -8.4% | -15.7% | +7.4% | -7.9% |
| YTD | -7.2% | -27.4% | +20.2% | -5.7% |
| 1Y | -20.9% | -11.4% | -9.5% | -21.3% |
| 3Y | +384.0% | +457.8% | -73.8% | +299.4% |
| 5Y | +757.1% | +343.0% | +414.1% | +607.0% |
| All | +1,216.9% | +765.6% | +451.3% | +958.6% |
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 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