+388.3%
INSM vs TEVA
+280.8%
+107.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +1.3% |
| 7D | +2.5% | +2.0% | +0.5% | +2.1% |
| 30D | -2.2% | +1.0% | -3.1% | -2.3% |
| 3M | +33.8% | +7.3% | +26.5% | +31.9% |
| 6M | -7.2% | +21.7% | -28.9% | -10.3% |
| YTD | -25.6% | +18.8% | -44.5% | -27.9% |
| 1Y | -11.2% | +86.5% | -97.7% | -19.9% |
| 3Y | +388.3% | +269.4% | +118.9% | +281.0% |
| All | +388.3% | +280.8% | +107.5% | +281.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling