-11.4%
INSM vs SWK
+37.3%
-48.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +6.5% | -0.4% | +7.0% | +6.5% |
| 30D | +27.5% | -5.7% | +33.3% | +27.8% |
| 3M | +20.4% | +24.1% | -3.7% | +16.5% |
| 6M | -15.7% | +24.7% | -40.4% | -19.5% |
| YTD | -27.4% | +33.9% | -61.4% | -29.4% |
| 1Y | -11.4% | +34.7% | -46.1% | -11.9% |
| All | -11.4% | +37.3% | -48.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling