+8,434.7%
SHOP vs INSM
+445.8%
+7,988.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -5.1% | +6.5% | -11.6% | -6.1% |
| 30D | +0.6% | +27.5% | -27.0% | -4.1% |
| 3M | +25.0% | +20.4% | +4.7% | +20.0% |
| 6M | +11.9% | -15.7% | +27.6% | +12.3% |
| YTD | -9.9% | -27.4% | +17.6% | -7.5% |
| 1Y | 0.0% | -11.4% | +11.4% | -1.5% |
| 3Y | +117.5% | +457.8% | -340.3% | +42.3% |
| 5Y | -6.6% | +343.0% | -349.6% | -36.9% |
| 10Y | +3,320.3% | +848.1% | +2,472.2% | +1,813.9% |
| All | +8,434.7% | +445.8% | +7,988.9% | +6,824.0% |
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