+1,808.1%
INSM vs SW
+730.4%
+1,077.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | -2.5% | +4.7% | -7.2% | -2.7% |
| 30D | +3.4% | +5.0% | -1.6% | +3.2% |
| 3M | +9.8% | -7.3% | +17.2% | +10.0% |
| 6M | -22.0% | +15.0% | -37.0% | -22.5% |
| YTD | -37.5% | +18.5% | -56.0% | -38.1% |
| 1Y | -41.8% | +27.1% | -68.9% | -42.5% |
| 3Y | +337.7% | +49.3% | +288.3% | +332.2% |
| 5Y | +225.3% | -1.6% | +227.0% | +221.5% |
| 10Y | +870.2% | +185.4% | +684.8% | +869.9% |
| All | +1,808.1% | +730.4% | +1,077.7% | +1,627.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling