-11.4%
INSM vs SCHG
+16.6%
-28.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +27.5% | +0.2% | +27.3% | +27.4% |
| 3M | +20.4% | +2.2% | +18.1% | +19.6% |
| 6M | -15.7% | +15.0% | -30.8% | -20.7% |
| YTD | -27.4% | +9.2% | -36.6% | -31.5% |
| 1Y | -11.4% | +15.7% | -27.1% | -22.4% |
| All | -11.4% | +16.6% | -28.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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