+219.8%
VT vs INSM
+803.5%
-583.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.5% |
| 7D | +0.4% | +6.2% | -5.8% | 0.0% |
| 30D | -2.6% | +15.4% | -18.0% | -3.6% |
| 3M | -3.2% | -11.4% | +8.2% | -2.7% |
| 6M | +0.9% | +14.6% | -13.6% | -0.6% |
| YTD | +11.3% | -33.3% | +44.6% | +13.0% |
| 1Y | +14.0% | -38.8% | +52.8% | +16.2% |
| 3Y | +75.8% | +395.7% | -319.9% | +51.0% |
| 5Y | +57.8% | +258.9% | -201.1% | +36.4% |
| 10Y | +219.8% | +754.3% | -534.5% | +163.0% |
| All | +219.8% | +803.5% | -583.7% | +163.0% |
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