+701.9%
INSM vs STZ
+13.4%
+688.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +5.9% | +2.6% | +3.3% | +4.7% |
| 30D | +23.9% | +15.2% | +8.7% | +16.1% |
| 3M | -4.1% | +7.6% | -11.7% | -8.0% |
| 6M | +2.7% | +5.3% | -2.6% | -1.4% |
| YTD | -30.4% | +8.6% | -39.0% | -35.2% |
| 1Y | -36.6% | +15.6% | -52.1% | -42.9% |
| 3Y | +406.9% | -35.2% | +442.1% | +490.6% |
| 5Y | +280.3% | -29.1% | +309.4% | +311.5% |
| All | +701.9% | +13.4% | +688.5% | +512.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling