+2,115.6%
INSM vs SW
+755.0%
+1,360.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +6.5% | -5.1% | +11.6% | +6.7% |
| 30D | +27.5% | -4.6% | +32.1% | +27.7% |
| 3M | +20.4% | +9.4% | +11.0% | +19.8% |
| 6M | -15.7% | +3.5% | -19.2% | -16.0% |
| YTD | -27.4% | +22.0% | -49.5% | -28.2% |
| 1Y | -11.4% | +2.2% | -13.6% | -11.8% |
| 3Y | +457.8% | +19.6% | +438.2% | +451.8% |
| 5Y | +343.0% | -2.3% | +345.3% | +337.5% |
| 10Y | +848.1% | +181.4% | +666.8% | +846.6% |
| All | +2,115.6% | +755.0% | +1,360.6% | +1,904.0% |
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