+246.0%
VZ vs INSM
-28.5%
+274.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.1% | -1.0% |
| 7D | +2.1% | +1.6% | +0.5% | +2.1% |
| 30D | +1.4% | +12.5% | -11.1% | +1.1% |
| 3M | -1.3% | -13.7% | +12.4% | -1.0% |
| 6M | -0.5% | -16.5% | +16.0% | -0.5% |
| YTD | +19.6% | -34.3% | +53.9% | +20.2% |
| 1Y | +22.4% | -38.4% | +60.8% | +23.1% |
| 3Y | +55.9% | +379.9% | -324.0% | +48.8% |
| 5Y | +20.4% | +242.2% | -221.8% | +15.2% |
| 10Y | +66.9% | +920.6% | -853.7% | +52.1% |
| All | +246.0% | -28.5% | +274.5% | +200.8% |
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