+847.6%
INSM vs STLD
+1,091.0%
-243.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | +2.7% | +0.1% | +2.0% |
| 30D | -4.7% | -8.4% | +3.7% | -2.3% |
| 3M | +32.6% | -9.9% | +42.5% | +35.9% |
| 6M | -10.9% | +33.0% | -43.9% | -19.2% |
| YTD | -28.2% | +42.6% | -70.8% | -36.9% |
| 1Y | -14.9% | +80.8% | -95.6% | -31.1% |
| 3Y | +375.6% | +143.4% | +232.2% | +234.7% |
| 5Y | +349.1% | +293.4% | +55.7% | +146.6% |
| All | +847.6% | +1,091.0% | -243.4% | +182.8% |
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