+59.5%
SCHW vs INSM
+375.8%
-316.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.2% |
| 7D | -1.9% | +2.5% | -4.3% | -2.0% |
| 30D | -1.6% | -2.2% | +0.5% | -1.6% |
| 3M | +21.3% | +33.8% | -12.5% | +19.3% |
| 6M | +16.5% | -7.2% | +23.7% | +16.3% |
| YTD | +8.4% | -25.6% | +34.1% | +9.3% |
| 1Y | +15.6% | -11.2% | +26.9% | +15.3% |
| 3Y | +86.8% | +388.3% | -301.5% | +71.3% |
| All | +59.5% | +375.8% | -316.3% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling