+8,552.4%
SHOP vs INSM
+423.6%
+8,128.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | -1.2% | +5.9% | -7.1% | -2.1% |
| 30D | -14.7% | +23.9% | -38.6% | -17.7% |
| 3M | -7.2% | -4.1% | -3.1% | -7.0% |
| 6M | +54.2% | +2.7% | +51.5% | +51.1% |
| YTD | -8.6% | -30.4% | +21.8% | -5.9% |
| 1Y | +0.5% | -36.6% | +37.1% | +4.6% |
| 3Y | +135.9% | +406.9% | -271.0% | +57.5% |
| 5Y | -11.9% | +280.3% | -292.2% | -39.1% |
| 10Y | +3,608.8% | +738.5% | +2,870.3% | +2,045.1% |
| All | +8,552.4% | +423.6% | +8,128.8% | +6,940.3% |
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