+1,250.4%
VUG vs INSM
+241.3%
+1,009.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.1% | +6.5% | -6.6% | -0.5% |
| 30D | -0.3% | +27.5% | -27.9% | -2.1% |
| 3M | -0.7% | +20.4% | -21.1% | -2.2% |
| 6M | +14.6% | -15.7% | +30.4% | +14.9% |
| YTD | +9.0% | -27.4% | +36.5% | +10.2% |
| 1Y | +14.9% | -11.4% | +26.3% | +14.4% |
| 3Y | +86.0% | +457.8% | -371.8% | +60.0% |
| 5Y | +76.7% | +343.0% | -266.3% | +52.5% |
| 10Y | +411.3% | +848.1% | -436.8% | +303.8% |
| All | +1,250.4% | +241.3% | +1,009.1% | +863.6% |
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