-22.9%
INSM vs VIAV
-91.0%
+68.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.4% | -0.3% |
| 7D | +0.5% | +11.2% | -10.7% | -1.7% |
| 30D | -4.0% | -2.6% | -1.4% | -4.1% |
| 3M | +38.5% | -20.1% | +58.6% | +42.2% |
| 6M | -11.5% | +25.8% | -37.4% | -17.8% |
| YTD | -26.9% | +109.9% | -136.7% | -39.2% |
| 1Y | -12.8% | +214.3% | -227.1% | -33.0% |
| 3Y | +384.7% | +281.6% | +103.1% | +249.9% |
| 5Y | +368.8% | +132.6% | +236.2% | +268.4% |
| 10Y | +865.7% | +396.7% | +469.0% | +571.6% |
| All | -22.9% | -91.0% | +68.2% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling