+356.2%
INSM vs SW
+40.4%
+315.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -2.5% | +4.7% | -7.2% | -3.3% |
| 30D | +3.4% | +5.0% | -1.6% | +2.4% |
| 3M | +9.8% | -7.3% | +17.2% | +10.8% |
| 6M | -22.0% | +15.0% | -37.0% | -25.1% |
| YTD | -37.5% | +18.5% | -56.0% | -41.3% |
| 1Y | -41.8% | +27.1% | -68.9% | -46.5% |
| All | +356.2% | +40.4% | +315.9% | +285.4% |
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