-23.5%
INSM vs STZ
+2,241.1%
-2,264.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +6.5% | -1.9% | +8.5% | +7.1% |
| 30D | +27.5% | -1.9% | +29.4% | +28.1% |
| 3M | +20.4% | -6.2% | +26.6% | +21.9% |
| 6M | -15.7% | -14.0% | -1.7% | -12.6% |
| YTD | -27.4% | -5.1% | -22.3% | -27.4% |
| 1Y | -11.4% | -9.6% | -1.8% | -10.3% |
| 3Y | +457.8% | -47.2% | +505.1% | +554.6% |
| 5Y | +343.0% | -33.6% | +376.5% | +381.4% |
| 10Y | +848.1% | -9.8% | +857.9% | +831.4% |
| All | -23.5% | +2,241.1% | -2,264.6% | -58.4% |
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