-39.8%
INSM vs SHAK
-21.2%
-18.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.8% | +1.5% | +4.6% |
| 7D | +13.4% | +8.3% | +5.1% | +12.0% |
| 30D | +5.9% | +16.7% | -10.8% | +3.2% |
| 3M | +11.4% | +10.0% | +1.4% | +7.8% |
| 6M | -21.4% | -23.8% | +2.4% | -12.6% |
| YTD | -36.8% | -10.3% | -26.5% | -27.6% |
| 1Y | -39.8% | -22.9% | -16.9% | -31.7% |
| All | -39.8% | -21.2% | -18.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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