+83.3%
VZ vs INSM
+372.5%
-289.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.1% | +6.5% | -6.5% | +0.1% |
| 30D | +7.9% | +27.5% | -19.6% | +7.9% |
| 3M | +13.6% | +20.4% | -6.7% | +13.7% |
| 6M | +1.1% | -15.7% | +16.8% | +1.1% |
| YTD | +29.3% | -27.4% | +56.7% | +29.2% |
| 1Y | +21.2% | -11.4% | +32.6% | +21.2% |
| All | +83.3% | +372.5% | -289.2% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling