+701.9%
INSM vs SW
+177.1%
+524.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.7% |
| 7D | +5.9% | -2.9% | +8.8% | +6.2% |
| 30D | +23.9% | +5.0% | +18.9% | +23.3% |
| 3M | -4.1% | -13.7% | +9.6% | -2.8% |
| 6M | +2.7% | +8.0% | -5.3% | +1.4% |
| YTD | -30.4% | +14.0% | -44.3% | -32.0% |
| 1Y | -36.6% | +25.6% | -62.2% | -38.8% |
| 3Y | +406.9% | +40.1% | +366.8% | +384.3% |
| 5Y | +280.3% | -2.6% | +282.9% | +267.0% |
| All | +701.9% | +177.1% | +524.8% | +596.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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