+388.3%
INSM vs TECK
+65.8%
+322.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +31.6% |
| 6M | -7.2% | +25.1% | -32.3% | -12.3% |
| YTD | -25.6% | +39.2% | -64.8% | -31.7% |
| 1Y | -11.2% | +60.3% | -71.6% | -21.6% |
| 3Y | +388.3% | +62.9% | +325.4% | +330.1% |
| All | +388.3% | +65.8% | +322.6% | +330.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling