-11.5%
SHW vs INSM
-11.6%
+0.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.8% |
| 7D | -3.1% | +2.5% | -5.6% | -3.2% |
| 30D | -10.0% | -2.2% | -7.9% | -10.0% |
| 3M | +2.3% | +33.8% | -31.5% | +1.2% |
| 6M | +0.7% | -7.2% | +7.8% | +1.3% |
| YTD | +0.5% | -25.6% | +26.1% | +1.6% |
| 1Y | -11.5% | -11.2% | -0.2% | -12.9% |
| All | -11.5% | -11.6% | +0.1% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling