+1,587.7%
INSM vs STLA
+252.7%
+1,335.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.2% |
| 7D | +2.8% | +0.7% | +2.0% | +2.5% |
| 30D | -4.7% | -2.4% | -2.4% | -4.3% |
| 3M | +32.6% | -23.9% | +56.5% | +42.7% |
| 6M | -10.9% | -24.6% | +13.7% | -4.1% |
| YTD | -28.2% | -50.5% | +22.3% | -13.8% |
| 1Y | -14.9% | -39.8% | +25.0% | -5.5% |
| 3Y | +375.6% | -65.6% | +441.2% | +501.0% |
| 5Y | +349.1% | -62.1% | +411.2% | +432.0% |
| 10Y | +796.6% | +47.8% | +748.8% | +562.9% |
| All | +1,587.7% | +252.7% | +1,335.0% | +1,230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling