-14.7%
SHOP vs INSM
+352.6%
-367.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | -13.2% | +0.5% | -13.7% | -13.3% |
| 30D | -17.0% | -4.0% | -13.1% | -16.7% |
| 3M | +17.0% | +38.5% | -21.5% | +9.8% |
| 6M | -2.1% | -11.5% | +9.4% | -2.4% |
| YTD | -21.4% | -26.9% | +5.5% | -19.2% |
| 1Y | -11.0% | -12.8% | +1.8% | -12.1% |
| 3Y | +100.9% | +384.7% | -283.8% | +36.7% |
| 5Y | -14.7% | +368.8% | -383.5% | -46.2% |
| All | -14.7% | +352.6% | -367.3% | -46.2% |
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 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