-37.7%
INSM vs STLD
+56.0%
-93.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.8% | +2.5% |
| 7D | +14.4% | -4.7% | +19.1% | +14.8% |
| 30D | +18.8% | -0.9% | +19.7% | +18.8% |
| 3M | -11.3% | -11.9% | +0.6% | -10.7% |
| 6M | +17.9% | +0.9% | +17.0% | +17.6% |
| YTD | -31.3% | +40.4% | -71.8% | -30.7% |
| 1Y | -37.7% | +56.6% | -94.3% | -39.1% |
| All | -37.7% | +56.0% | -93.7% | -39.1% |
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