+248.5%
INSM vs SW
-2.6%
+251.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +5.3% |
| 7D | +1.6% | +2.3% | -0.7% | +1.3% |
| 30D | +12.5% | +6.8% | +5.7% | +11.6% |
| 3M | -13.7% | -5.2% | -8.5% | -13.3% |
| 6M | -16.5% | +7.4% | -24.0% | -17.8% |
| YTD | -34.3% | +17.4% | -51.7% | -36.5% |
| 1Y | -38.4% | +27.1% | -65.5% | -41.2% |
| 3Y | +379.9% | +47.9% | +332.0% | +353.9% |
| All | +248.5% | -2.6% | +251.1% | +239.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling