+378.9%
INSM vs SW
+19.6%
+359.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +6.5% | -5.1% | +11.6% | +7.4% |
| 30D | +27.5% | -4.6% | +32.1% | +28.2% |
| 3M | +20.4% | +9.4% | +11.0% | +17.2% |
| 6M | -15.7% | +3.5% | -19.2% | -17.4% |
| YTD | -27.4% | +22.0% | -49.5% | -32.0% |
| 1Y | -11.4% | +2.2% | -13.6% | -13.2% |
| All | +378.9% | +19.6% | +359.3% | +329.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling