+53.4%
VT vs INSM
+241.5%
-188.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | 0.0% |
| 7D | -2.3% | +1.6% | -3.9% | -2.4% |
| 30D | -5.0% | +12.5% | -17.4% | -5.6% |
| 3M | -4.9% | -13.7% | +8.8% | -4.3% |
| 6M | -1.5% | -16.5% | +15.0% | -1.3% |
| YTD | +8.5% | -34.3% | +42.7% | +10.0% |
| 1Y | +11.4% | -38.4% | +49.8% | +13.1% |
| 3Y | +70.1% | +379.9% | -309.8% | +52.0% |
| All | +53.4% | +241.5% | -188.1% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling