-11.4%
INSM vs STLA
-38.0%
+26.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +6.5% | +2.6% | +4.0% | +6.4% |
| 30D | +27.5% | -1.2% | +28.8% | +27.6% |
| 3M | +20.4% | -24.8% | +45.1% | +23.3% |
| 6M | -15.7% | -25.6% | +9.8% | -14.0% |
| YTD | -27.4% | -48.9% | +21.5% | -26.5% |
| 1Y | -11.4% | -38.8% | +27.4% | -15.9% |
| All | -11.4% | -38.0% | +26.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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