+1,077.4%
STX vs INSM
+365.8%
+711.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.2% | -2.3% |
| 7D | +9.6% | +1.7% | +7.9% | +9.4% |
| 30D | +10.6% | -4.4% | +15.0% | +10.9% |
| 3M | +4.8% | +30.0% | -25.3% | +2.1% |
| 6M | +137.3% | -10.0% | +147.3% | +136.9% |
| YTD | +222.5% | -26.0% | +248.5% | +226.4% |
| 1Y | +366.2% | -12.5% | +378.7% | +363.9% |
| 3Y | +1,352.9% | +390.5% | +962.4% | +1,137.8% |
| 5Y | +1,077.4% | +357.7% | +719.7% | +848.9% |
| All | +1,077.4% | +365.8% | +711.6% | +848.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling