+25.9%
VZ vs INSM
+342.6%
-316.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +0.2% | +2.8% | -2.6% | +0.2% |
| 30D | +7.1% | -4.7% | +11.9% | +7.2% |
| 3M | +12.8% | +32.6% | -19.8% | +12.4% |
| 6M | +1.8% | -10.9% | +12.7% | +1.8% |
| YTD | +30.0% | -28.2% | +58.2% | +30.2% |
| 1Y | +24.3% | -14.9% | +39.2% | +24.3% |
| 3Y | +84.3% | +375.6% | -291.3% | +80.4% |
| 5Y | +25.9% | +349.1% | -323.1% | +18.4% |
| All | +25.9% | +342.6% | -316.6% | +18.4% |
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