+918.4%
INSM vs AVAV
+407.8%
+510.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.6% | -11.1% | -1.6% |
| 7D | +6.2% | +3.2% | +3.1% | +4.8% |
| 30D | +15.4% | -7.4% | +22.8% | +16.9% |
| 3M | -11.4% | -32.0% | +20.6% | -3.8% |
| 6M | +14.6% | -24.6% | +39.1% | +18.5% |
| YTD | -33.3% | -47.5% | +14.2% | -26.9% |
| 1Y | -38.8% | -61.5% | +22.7% | -27.9% |
| 3Y | +395.7% | +5.5% | +390.3% | +307.6% |
| 5Y | +258.9% | +35.7% | +223.1% | +155.0% |
| 10Y | +754.3% | +379.1% | +375.2% | +281.4% |
| All | +918.4% | +407.8% | +510.6% | +407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling