+1,972.8%
STX vs INSM
+729.9%
+1,243.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.3% |
| 7D | +14.6% | +5.9% | +8.7% | +14.0% |
| 30D | -26.0% | +23.9% | -49.9% | -27.5% |
| 3M | -42.6% | -4.1% | -38.5% | -42.6% |
| 6M | -35.3% | +2.7% | -38.0% | -36.0% |
| YTD | +92.5% | -30.4% | +122.8% | +95.8% |
| 1Y | +102.4% | -36.6% | +138.9% | +107.1% |
| 3Y | +673.8% | +406.9% | +266.9% | +524.3% |
| 5Y | +463.1% | +280.3% | +182.8% | +356.6% |
| All | +1,972.8% | +729.9% | +1,243.0% | +1,457.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling