-12.5%
INSM vs STLD
+80.8%
-93.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | +1.7% | -2.8% | +4.5% | +1.9% |
| 30D | -4.4% | -10.4% | +6.0% | -4.0% |
| 3M | +30.0% | -10.6% | +40.6% | +31.5% |
| 6M | -10.0% | +32.7% | -42.7% | -10.4% |
| YTD | -26.0% | +42.8% | -68.8% | -25.6% |
| 1Y | -12.5% | +86.9% | -99.4% | -16.2% |
| All | -12.5% | +80.8% | -93.3% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling