+822.5%
INSM vs SW
+147.8%
+674.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +6.5% | -5.1% | +11.6% | +7.0% |
| 30D | +27.5% | -4.6% | +32.1% | +27.9% |
| 3M | +20.4% | +9.4% | +11.0% | +18.8% |
| 6M | -15.7% | +3.5% | -19.2% | -16.5% |
| YTD | -27.4% | +22.0% | -49.5% | -29.5% |
| 1Y | -11.4% | +2.2% | -13.6% | -12.5% |
| 3Y | +457.8% | +19.6% | +438.2% | +437.5% |
| 5Y | +343.0% | -2.3% | +345.3% | +326.9% |
| All | +822.5% | +147.8% | +674.7% | +734.5% |
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