+273.9%
VZ vs INSM
-21.1%
+295.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.1% | +6.5% | -6.5% | 0.0% |
| 30D | +7.9% | +27.5% | -19.6% | +7.3% |
| 3M | +13.6% | +20.4% | -6.7% | +13.1% |
| 6M | +1.1% | -15.7% | +16.8% | +1.2% |
| YTD | +29.3% | -27.4% | +56.7% | +29.7% |
| 1Y | +21.2% | -11.4% | +32.6% | +21.1% |
| 3Y | +75.9% | +457.8% | -381.9% | +67.5% |
| 5Y | +24.1% | +343.0% | -318.9% | +18.1% |
| 10Y | +62.4% | +848.1% | -785.7% | +48.3% |
| All | +273.9% | -21.1% | +295.0% | +224.7% |
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