+723.3%
INSM vs SHAK
+31.3%
+692.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | +0.5% | -11.0% | +11.4% | +3.6% |
| 30D | -4.0% | -14.0% | +10.0% | -0.1% |
| 3M | +38.5% | +13.3% | +25.3% | +31.0% |
| 6M | -11.5% | -35.3% | +23.8% | -1.7% |
| YTD | -26.9% | -24.0% | -2.9% | -22.9% |
| 1Y | -12.8% | -36.7% | +23.9% | -4.1% |
| 3Y | +384.7% | -5.4% | +390.1% | +338.0% |
| 5Y | +368.8% | -24.9% | +393.7% | +329.9% |
| 10Y | +865.7% | +79.6% | +786.1% | +506.1% |
| All | +723.3% | +31.3% | +692.0% | +423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling