+877.2%
INSM vs AVAV
+478.0%
+399.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +4.3% |
| 7D | +1.7% | -3.2% | +4.9% | +2.3% |
| 30D | -4.4% | -25.6% | +21.1% | +1.6% |
| 3M | +30.0% | -20.2% | +50.3% | +34.1% |
| 6M | -10.0% | -38.1% | +28.0% | -2.7% |
| YTD | -26.0% | -41.8% | +15.8% | -20.8% |
| 1Y | -12.5% | -39.0% | +26.5% | -9.0% |
| 3Y | +390.5% | +24.1% | +366.4% | +287.9% |
| 5Y | +357.7% | +53.0% | +304.7% | +214.2% |
| 10Y | +877.2% | +493.8% | +383.4% | +251.0% |
| All | +877.2% | +478.0% | +399.2% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling