+367.9%
INSM vs VIAV
+139.8%
+228.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.0% |
| 7D | +2.5% | +11.2% | -8.7% | +0.2% |
| 30D | -2.2% | -10.1% | +7.9% | -0.5% |
| 3M | +33.8% | -22.9% | +56.7% | +38.7% |
| 6M | -7.2% | +28.8% | -35.9% | -15.2% |
| YTD | -25.6% | +117.5% | -143.1% | -41.5% |
| 1Y | -11.2% | +216.1% | -227.3% | -37.0% |
| 3Y | +388.3% | +292.2% | +96.1% | +220.8% |
| All | +367.9% | +139.8% | +228.1% | +291.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling