+3,476.8%
STX vs INSM
+868.6%
+2,608.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | +8.0% | +0.5% | +7.5% | +7.9% |
| 30D | +5.1% | -4.0% | +9.1% | +5.4% |
| 3M | +5.8% | +38.5% | -32.8% | +2.1% |
| 6M | +124.9% | -11.5% | +136.5% | +125.0% |
| YTD | +213.9% | -26.9% | +240.8% | +218.9% |
| 1Y | +350.4% | -12.8% | +363.2% | +348.5% |
| 3Y | +1,314.2% | +384.7% | +929.5% | +1,046.2% |
| 5Y | +1,092.8% | +368.8% | +724.0% | +845.8% |
| All | +3,476.8% | +868.6% | +2,608.2% | +2,549.5% |
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