-39.3%
INSM vs SW
+23.8%
-63.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.2% |
| 7D | +8.6% | -3.0% | +11.5% | +8.7% |
| 30D | +22.0% | +4.2% | +17.8% | +21.7% |
| 3M | -10.7% | -11.5% | +0.8% | -11.4% |
| 6M | +1.8% | +8.6% | -6.8% | -0.2% |
| YTD | -32.2% | +15.0% | -47.1% | -32.2% |
| 1Y | -39.3% | +25.7% | -64.9% | -39.2% |
| All | -39.3% | +23.8% | -63.0% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling