+20.3%
SHW vs INSM
+390.5%
-370.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -1.7% |
| 7D | -3.2% | +1.7% | -4.9% | -3.2% |
| 30D | -11.4% | -4.4% | -7.0% | -11.3% |
| 3M | +3.5% | +30.0% | -26.6% | +2.9% |
| 6M | -3.4% | -10.0% | +6.7% | -3.3% |
| YTD | -0.3% | -26.0% | +25.7% | 0.0% |
| 1Y | -10.4% | -12.5% | +2.1% | -10.4% |
| All | +20.3% | +390.5% | -370.1% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling