+0.9%
TEL vs INSM
-11.6%
+12.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.5% |
| 7D | +1.6% | +2.5% | -0.9% | +1.4% |
| 30D | -0.7% | -2.2% | +1.5% | -0.5% |
| 3M | +2.4% | +33.8% | -31.4% | -0.6% |
| 6M | +4.1% | -7.2% | +11.3% | +4.5% |
| YTD | -5.8% | -25.6% | +19.8% | -4.1% |
| 1Y | +0.9% | -11.2% | +12.1% | -0.2% |
| All | +0.9% | -11.6% | +12.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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