+906.3%
INSM vs TECK
+2,212.2%
-1,305.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.6% |
| 7D | +1.7% | +4.9% | -3.2% | +0.6% |
| 30D | -4.4% | +5.2% | -9.6% | -5.5% |
| 3M | +30.0% | +13.8% | +16.3% | +25.9% |
| 6M | -10.0% | +38.5% | -48.5% | -16.6% |
| YTD | -26.0% | +47.3% | -73.3% | -32.7% |
| 1Y | -12.5% | +81.0% | -93.5% | -24.3% |
| 3Y | +390.5% | +79.9% | +310.6% | +312.8% |
| 5Y | +357.7% | +207.9% | +149.8% | +231.8% |
| 10Y | +877.2% | +389.5% | +487.8% | +477.4% |
| All | +906.3% | +2,212.2% | -1,305.9% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling