+123.8%
STX vs INSM
-40.6%
+164.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.3% | -13.5% | -8.3% |
| 7D | -20.2% | +13.4% | -33.6% | -20.6% |
| 30D | -37.2% | +5.9% | -43.1% | -37.4% |
| 3M | -34.1% | +11.4% | -45.4% | -35.2% |
| 6M | -24.5% | -21.4% | -3.0% | -24.4% |
| YTD | +102.9% | -36.8% | +139.7% | +101.1% |
| 1Y | +123.8% | -39.8% | +163.6% | +95.8% |
| All | +123.8% | -40.6% | +164.4% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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