+375.0%
INSM vs STLD
+144.6%
+230.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +6.5% | +3.1% | +3.4% | +6.0% |
| 30D | +27.5% | -9.0% | +36.5% | +29.2% |
| 3M | +20.4% | -12.4% | +32.7% | +22.8% |
| 6M | -15.7% | +25.5% | -41.2% | -19.0% |
| YTD | -27.4% | +43.6% | -71.1% | -32.0% |
| 1Y | -11.4% | +87.2% | -98.6% | -21.6% |
| All | +375.0% | +144.6% | +230.4% | +297.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling