+426.9%
SHEL vs INSM
-19.5%
+446.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.2% |
| 7D | +3.0% | +1.7% | +1.3% | +2.9% |
| 30D | +7.2% | -4.4% | +11.6% | +7.4% |
| 3M | +12.9% | +30.0% | -17.2% | +11.4% |
| 6M | +13.7% | -10.0% | +23.7% | +13.6% |
| YTD | +33.7% | -26.0% | +59.7% | +34.6% |
| 1Y | +37.9% | -12.5% | +50.4% | +37.6% |
| 3Y | +70.2% | +390.5% | -320.2% | +54.4% |
| 5Y | +192.3% | +357.7% | -165.4% | +162.8% |
| 10Y | +207.3% | +877.2% | -669.9% | +159.2% |
| All | +426.9% | -19.5% | +446.4% | +286.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling