+248.5%
INSM vs STLD
+255.4%
-6.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.1% |
| 7D | +1.6% | -11.1% | +12.7% | +3.8% |
| 30D | +12.5% | -4.8% | +17.2% | +13.4% |
| 3M | -13.7% | -14.6% | +0.9% | -11.3% |
| 6M | -16.5% | -7.4% | -9.1% | -15.7% |
| YTD | -34.3% | +32.6% | -66.8% | -38.5% |
| 1Y | -38.4% | +47.3% | -85.7% | -43.7% |
| 3Y | +379.9% | +107.5% | +272.4% | +297.0% |
| All | +248.5% | +255.4% | -6.9% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling