+367.9%
INSM vs SHAK
-22.8%
+390.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.9% |
| 7D | +2.5% | -8.3% | +10.8% | +4.4% |
| 30D | -2.2% | -12.6% | +10.5% | +0.7% |
| 3M | +33.8% | +9.1% | +24.7% | +28.6% |
| 6M | -7.2% | -31.2% | +24.1% | +0.7% |
| YTD | -25.6% | -21.6% | -4.1% | -22.2% |
| 1Y | -11.2% | -38.8% | +27.5% | -2.0% |
| 3Y | +388.3% | +0.6% | +387.7% | +333.7% |
| All | +367.9% | -22.8% | +390.6% | +313.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling