-26.6%
INSM vs STT
+416.6%
-443.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.7% |
| 7D | +5.9% | +4.8% | +1.1% | +4.7% |
| 30D | +23.9% | +3.9% | +20.0% | +22.7% |
| 3M | -4.1% | -8.2% | +4.1% | -2.2% |
| 6M | +2.7% | +15.6% | -12.9% | -1.1% |
| YTD | -30.4% | +37.6% | -68.0% | -36.0% |
| 1Y | -36.6% | +50.1% | -86.7% | -43.0% |
| 3Y | +406.9% | +183.1% | +223.9% | +284.8% |
| 5Y | +280.3% | +104.8% | +175.5% | +206.6% |
| 10Y | +738.5% | +201.9% | +536.6% | +506.0% |
| All | -26.6% | +416.6% | -443.2% | -61.1% |
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