+701.9%
INSM vs STLD
+761.4%
-59.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.9% | +3.6% |
| 7D | +5.9% | +2.9% | +3.0% | +5.0% |
| 30D | +23.9% | -5.6% | +29.5% | +25.8% |
| 3M | -4.1% | -11.7% | +7.6% | -1.0% |
| 6M | +2.7% | -2.8% | +5.5% | +2.3% |
| YTD | -30.4% | +36.4% | -66.8% | -38.1% |
| 1Y | -36.6% | +50.0% | -86.6% | -45.3% |
| 3Y | +406.9% | +122.3% | +284.6% | +269.4% |
| 5Y | +280.3% | +273.2% | +7.1% | +115.1% |
| All | +701.9% | +761.4% | -59.6% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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