+0.8%
SCHW vs INSM
-40.6%
+41.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.3% | -0.7% | +4.4% |
| 7D | +5.2% | +13.4% | -8.2% | +4.8% |
| 30D | -4.7% | +5.9% | -10.6% | -4.9% |
| 3M | -11.9% | +11.4% | -23.3% | -12.5% |
| 6M | +2.7% | -21.4% | +24.2% | +3.4% |
| YTD | -5.6% | -36.8% | +31.2% | -5.1% |
| 1Y | +0.8% | -39.8% | +40.6% | -0.2% |
| All | +0.8% | -40.6% | +41.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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