+833.7%
INSM vs TECK
+377.7%
+456.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +2.5% | -3.8% | +6.3% | +3.3% |
| 30D | -2.2% | +0.7% | -2.9% | -2.5% |
| 3M | +33.8% | +4.6% | +29.2% | +31.5% |
| 6M | -7.2% | +25.1% | -32.3% | -12.6% |
| YTD | -25.6% | +39.2% | -64.8% | -32.2% |
| 1Y | -11.2% | +60.3% | -71.6% | -22.2% |
| 3Y | +388.3% | +62.9% | +325.4% | +313.3% |
| 5Y | +376.6% | +181.5% | +195.2% | +241.2% |
| All | +833.7% | +377.7% | +456.0% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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