+388.3%
INSM vs TENB
-34.6%
+422.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +1.8% |
| 7D | +2.5% | -12.1% | +14.6% | +2.7% |
| 30D | -2.2% | -18.6% | +16.5% | -1.8% |
| 3M | +33.8% | +12.1% | +21.7% | +32.9% |
| 6M | -7.2% | +46.8% | -54.0% | -8.5% |
| YTD | -25.6% | +28.0% | -53.6% | -25.9% |
| 1Y | -11.2% | -1.4% | -9.8% | -8.8% |
| 3Y | +388.3% | -33.9% | +422.3% | +414.5% |
| All | +388.3% | -34.6% | +422.9% | +414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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