+2,993.7%
SHOP vs INSM
+884.9%
+2,108.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.5% |
| 7D | -11.2% | +2.5% | -13.7% | -11.6% |
| 30D | -14.4% | -2.2% | -12.2% | -14.2% |
| 3M | +16.6% | +33.8% | -17.2% | +10.4% |
| 6M | -0.6% | -7.2% | +6.6% | -1.7% |
| YTD | -20.0% | -25.6% | +5.7% | -18.3% |
| 1Y | -11.2% | -11.2% | 0.0% | -12.5% |
| 3Y | +99.5% | +388.3% | -288.9% | +38.0% |
| 5Y | -13.2% | +376.6% | -389.9% | -40.6% |
| All | +2,993.7% | +884.9% | +2,108.8% | +1,849.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling