+818.3%
INSM vs STZ
-10.3%
+828.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -2.0% |
| 7D | +0.5% | -4.1% | +4.6% | +2.2% |
| 30D | -4.0% | -7.6% | +3.6% | -1.1% |
| 3M | +38.5% | -12.3% | +50.8% | +45.4% |
| 6M | -11.5% | -16.3% | +4.8% | -5.8% |
| YTD | -26.9% | -8.4% | -18.5% | -26.2% |
| 1Y | -12.8% | -10.8% | -2.0% | -11.2% |
| 3Y | +384.7% | -49.0% | +433.7% | +533.2% |
| 5Y | +368.8% | -36.5% | +405.3% | +428.3% |
| All | +818.3% | -10.3% | +828.7% | +730.5% |
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