+740.9%
INSM vs AVAV
+358.8%
+382.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +3.5% |
| 7D | +14.4% | 0.0% | +14.4% | +13.8% |
| 30D | +18.8% | -9.9% | +28.7% | +20.8% |
| 3M | -11.3% | -34.7% | +23.4% | -3.8% |
| 6M | +17.9% | -26.6% | +44.5% | +22.3% |
| YTD | -31.3% | -48.9% | +17.6% | -25.0% |
| 1Y | -37.7% | -63.0% | +25.3% | -27.2% |
| 3Y | +403.1% | +1.6% | +401.5% | +317.6% |
| 5Y | +279.3% | +34.5% | +244.8% | +168.6% |
| 10Y | +740.9% | +359.3% | +381.6% | +275.8% |
| All | +740.9% | +358.8% | +382.1% | +275.8% |
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