+818.3%
INSM vs STLA
+51.6%
+766.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.5% | -3.8% | +4.3% | +1.7% |
| 30D | -4.0% | -3.1% | -0.9% | -3.4% |
| 3M | +38.5% | -19.6% | +58.2% | +47.0% |
| 6M | -11.5% | -23.5% | +12.0% | -4.9% |
| YTD | -26.9% | -51.5% | +24.6% | -10.6% |
| 1Y | -12.8% | -39.7% | +26.9% | -3.1% |
| 3Y | +384.7% | -66.3% | +451.0% | +527.5% |
| 5Y | +368.8% | -63.1% | +431.9% | +460.4% |
| All | +818.3% | +51.6% | +766.7% | +628.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling