-11.4%
INSM vs TEVA
+93.8%
-105.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +6.5% | -0.2% | +6.8% | +6.6% |
| 30D | +27.5% | +4.7% | +22.8% | +26.1% |
| 3M | +20.4% | +5.6% | +14.8% | +18.5% |
| 6M | -15.7% | +10.5% | -26.2% | -18.2% |
| YTD | -27.4% | +16.5% | -43.9% | -29.7% |
| 1Y | -11.4% | +96.8% | -108.1% | -22.2% |
| All | -11.4% | +93.8% | -105.2% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling