+833.7%
INSM vs VIAV
+419.4%
+414.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.5% |
| 7D | +2.5% | +11.2% | -8.7% | -1.4% |
| 30D | -2.2% | -10.1% | +7.9% | +0.5% |
| 3M | +33.8% | -22.9% | +56.7% | +41.7% |
| 6M | -7.2% | +28.8% | -35.9% | -21.5% |
| YTD | -25.6% | +117.5% | -143.1% | -51.1% |
| 1Y | -11.2% | +216.1% | -227.3% | -50.8% |
| 3Y | +388.3% | +292.2% | +96.1% | +129.2% |
| 5Y | +376.6% | +141.0% | +235.7% | +181.9% |
| All | +833.7% | +419.4% | +414.3% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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