+668.9%
TEL vs INSM
+1,766.7%
-1,097.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.4% |
| 7D | +1.2% | +1.7% | -0.5% | +1.1% |
| 30D | -4.1% | -4.4% | +0.3% | -3.8% |
| 3M | -2.6% | +30.0% | -32.6% | -5.0% |
| 6M | 0.0% | -10.0% | +10.0% | -0.1% |
| YTD | -9.1% | -26.0% | +16.9% | -7.9% |
| 1Y | -0.8% | -12.5% | +11.7% | -1.1% |
| 3Y | +67.4% | +390.5% | -323.1% | +40.2% |
| 5Y | +51.8% | +357.7% | -306.0% | +25.6% |
| 10Y | +299.4% | +877.2% | -577.8% | +192.5% |
| All | +668.9% | +1,766.7% | -1,097.7% | +366.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling