+5,904.3%
SHW vs INSM
-21.9%
+5,926.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -1.2% | +2.8% | -4.0% | -1.3% |
| 30D | -11.6% | -4.7% | -6.9% | -11.4% |
| 3M | +9.1% | +32.6% | -23.5% | +7.4% |
| 6M | -0.7% | -10.9% | +10.2% | -0.7% |
| YTD | +1.4% | -28.2% | +29.6% | +2.2% |
| 1Y | -12.3% | -14.9% | +2.6% | -12.4% |
| 3Y | +23.4% | +375.6% | -352.2% | +11.2% |
| 5Y | +15.0% | +349.1% | -334.1% | +2.8% |
| 10Y | +278.3% | +796.6% | -518.3% | +214.8% |
| All | +5,904.3% | -21.9% | +5,926.3% | +4,365.1% |
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