+388.3%
INSM vs SCHG
+86.3%
+302.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | +2.5% | -1.0% | +3.5% | +3.1% |
| 30D | -2.2% | -1.3% | -0.9% | -1.5% |
| 3M | +33.8% | +5.4% | +28.4% | +29.3% |
| 6M | -7.2% | +14.4% | -21.6% | -14.5% |
| YTD | -25.6% | +8.0% | -33.7% | -29.3% |
| 1Y | -11.2% | +12.7% | -24.0% | -18.2% |
| 3Y | +388.3% | +85.6% | +302.7% | +252.7% |
| All | +388.3% | +86.3% | +302.1% | +252.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling