+405.2%
INSM vs STT
+183.8%
+221.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +9.8% | +0.4% | +9.3% | +9.7% |
| 30D | +22.5% | -0.4% | +22.9% | +22.5% |
| 3M | -8.9% | -6.5% | -2.4% | -8.5% |
| 6M | +16.2% | +17.2% | -0.9% | +14.9% |
| YTD | -30.6% | +38.2% | -68.8% | -31.8% |
| 1Y | -37.7% | +49.3% | -87.0% | -39.0% |
| All | +405.2% | +183.8% | +221.5% | +393.6% |
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