+948.2%
INSM vs AVAV
+394.0%
+554.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +3.6% |
| 7D | +14.4% | 0.0% | +14.4% | +13.8% |
| 30D | +18.8% | -9.9% | +28.7% | +21.1% |
| 3M | -11.3% | -34.7% | +23.4% | -2.8% |
| 6M | +17.9% | -26.6% | +44.5% | +22.7% |
| YTD | -31.3% | -48.9% | +17.6% | -24.2% |
| 1Y | -37.7% | -63.0% | +25.3% | -25.9% |
| 3Y | +403.1% | +1.6% | +401.5% | +317.5% |
| 5Y | +279.3% | +34.5% | +244.8% | +169.7% |
| 10Y | +740.9% | +359.3% | +381.6% | +279.4% |
| All | +948.2% | +394.0% | +554.2% | +425.5% |
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