+357.7%
INSM vs STT
+158.4%
+199.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | -4.4% | +2.8% | -7.2% | -5.1% |
| 3M | +30.0% | +18.1% | +11.9% | +24.4% |
| 6M | -10.0% | +59.2% | -69.2% | -20.1% |
| YTD | -26.0% | +51.5% | -77.5% | -33.7% |
| 1Y | -12.5% | +75.7% | -88.2% | -24.9% |
| 3Y | +390.5% | +200.8% | +189.7% | +252.8% |
| 5Y | +357.7% | +155.8% | +201.9% | +220.7% |
| All | +357.7% | +158.4% | +199.3% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling