-39.8%
INSM vs STZ
+14.7%
-54.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.3% | 0.0% | +5.3% |
| 7D | +13.4% | +13.0% | +0.4% | +13.6% |
| 30D | +5.9% | +29.4% | -23.5% | +6.5% |
| 3M | +11.4% | +11.6% | -0.2% | +11.5% |
| 6M | -21.4% | -0.2% | -21.2% | -20.8% |
| YTD | -36.8% | +8.6% | -45.3% | -36.4% |
| 1Y | -39.8% | +15.9% | -55.7% | -38.1% |
| All | -39.8% | +14.7% | -54.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling