-23.5%
INSM vs STLD
+15,975.8%
-15,999.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +6.5% | +3.1% | +3.4% | +5.9% |
| 30D | +27.5% | -9.0% | +36.5% | +29.7% |
| 3M | +20.4% | -12.4% | +32.7% | +23.1% |
| 6M | -15.7% | +25.5% | -41.2% | -19.9% |
| YTD | -27.4% | +43.6% | -71.1% | -33.2% |
| 1Y | -11.4% | +87.2% | -98.6% | -23.0% |
| 3Y | +457.8% | +135.2% | +322.6% | +353.7% |
| 5Y | +343.0% | +290.9% | +52.1% | +215.7% |
| 10Y | +848.1% | +1,113.5% | -265.3% | +424.6% |
| All | -23.5% | +15,975.8% | -15,999.3% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling