+386.0%
INSM vs STT
+195.2%
+190.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | -4.4% | +2.8% | -7.2% | -4.6% |
| 3M | +30.0% | +18.1% | +11.9% | +27.9% |
| 6M | -10.0% | +59.2% | -69.2% | -13.4% |
| YTD | -26.0% | +51.5% | -77.5% | -28.6% |
| 1Y | -12.5% | +75.7% | -88.2% | -16.9% |
| All | +386.0% | +195.2% | +190.9% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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