+386.0%
INSM vs STLA
-66.8%
+452.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -4.4% | -5.2% | +0.8% | -3.8% |
| 3M | +30.0% | -24.9% | +54.9% | +35.3% |
| 6M | -10.0% | -25.2% | +15.2% | -6.4% |
| YTD | -26.0% | -51.4% | +25.4% | -18.9% |
| 1Y | -12.5% | -40.7% | +28.2% | -8.6% |
| All | +386.0% | -66.8% | +452.9% | +436.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling