+16,011.1%
STX vs INSM
+2,077.4%
+13,933.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.7% | +6.4% |
| 7D | +2.4% | +6.5% | -4.2% | +1.8% |
| 30D | +1.4% | +27.5% | -26.2% | -1.1% |
| 3M | -8.2% | +20.4% | -28.6% | -10.1% |
| 6M | +127.0% | -15.7% | +142.8% | +128.1% |
| YTD | +209.1% | -27.4% | +236.6% | +214.0% |
| 1Y | +365.4% | -11.4% | +376.8% | +363.3% |
| 3Y | +1,135.4% | +457.8% | +677.6% | +904.3% |
| 5Y | +991.5% | +343.0% | +648.5% | +790.5% |
| 10Y | +3,695.8% | +848.1% | +2,847.7% | +2,567.8% |
| All | +16,011.1% | +2,077.4% | +13,933.7% | +9,231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling