+280.4%
SHW vs INSM
+884.9%
-604.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.7% |
| 7D | -3.1% | +2.5% | -5.6% | -3.3% |
| 30D | -10.0% | -2.2% | -7.9% | -9.9% |
| 3M | +2.3% | +33.8% | -31.5% | 0.0% |
| 6M | +0.7% | -7.2% | +7.8% | +0.4% |
| YTD | +0.5% | -25.6% | +26.1% | +1.5% |
| 1Y | -11.5% | -11.2% | -0.2% | -11.8% |
| 3Y | +21.3% | +388.3% | -367.0% | +5.1% |
| 5Y | +12.5% | +376.6% | -364.1% | -4.3% |
| All | +280.4% | +884.9% | -604.4% | +199.3% |
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 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