+1,580.6%
INSM vs SCHG
+1,132.2%
+448.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.7% |
| 7D | +2.5% | -1.0% | +3.5% | +3.7% |
| 30D | -2.2% | -1.3% | -0.9% | -0.9% |
| 3M | +33.8% | +5.4% | +28.4% | +24.5% |
| 6M | -7.2% | +14.4% | -21.6% | -21.7% |
| YTD | -25.6% | +8.0% | -33.7% | -33.2% |
| 1Y | -11.2% | +12.7% | -24.0% | -25.0% |
| 3Y | +388.3% | +85.6% | +302.7% | +109.8% |
| 5Y | +376.6% | +85.5% | +291.1% | +99.7% |
| 10Y | +881.9% | +456.0% | +425.9% | -14.5% |
| All | +1,580.6% | +1,132.2% | +448.4% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling