+10.2%
SHW vs INSM
+278.6%
-268.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | +1.9% | +5.9% | -4.0% | +1.7% |
| 30D | +8.1% | +23.9% | -15.8% | +7.1% |
| 3M | -2.8% | -4.1% | +1.3% | -2.8% |
| 6M | +15.0% | +2.7% | +12.4% | +14.5% |
| YTD | +9.0% | -30.4% | +39.4% | +9.9% |
| 1Y | +4.5% | -36.6% | +41.0% | +5.7% |
| 3Y | +41.9% | +406.9% | -365.1% | +30.9% |
| All | +10.2% | +278.6% | -268.4% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling