-26.6%
INSM vs STZ
+2,580.7%
-2,607.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +5.9% | +2.6% | +3.3% | +5.1% |
| 30D | +23.9% | +15.2% | +8.7% | +18.5% |
| 3M | -4.1% | +7.6% | -11.7% | -6.7% |
| 6M | +2.7% | +5.3% | -2.6% | 0.0% |
| YTD | -30.4% | +8.6% | -39.0% | -33.4% |
| 1Y | -36.6% | +15.6% | -52.1% | -40.6% |
| 3Y | +406.9% | -35.2% | +442.1% | +456.5% |
| 5Y | +280.3% | -29.1% | +309.4% | +304.2% |
| 10Y | +738.5% | +12.9% | +725.5% | +672.5% |
| All | -26.6% | +2,580.7% | -2,607.2% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling