-26.8%
INSM vs STT
+418.8%
-445.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +9.8% | +0.4% | +9.3% | +9.6% |
| 30D | +22.5% | -0.4% | +22.9% | +22.6% |
| 3M | -8.9% | -6.5% | -2.4% | -7.5% |
| 6M | +16.2% | +17.2% | -0.9% | +11.6% |
| YTD | -30.6% | +38.2% | -68.8% | -36.3% |
| 1Y | -37.7% | +49.3% | -87.0% | -43.9% |
| 3Y | +408.4% | +181.9% | +226.5% | +286.3% |
| 5Y | +279.6% | +106.9% | +172.7% | +205.3% |
| 10Y | +735.6% | +203.1% | +532.5% | +503.4% |
| All | -26.8% | +418.8% | -445.6% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling