+806.6%
INSM vs SWK
+3.6%
+803.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +6.5% | -0.4% | +7.0% | +6.7% |
| 30D | +27.5% | -5.7% | +33.3% | +30.1% |
| 3M | +20.4% | +24.1% | -3.7% | +9.0% |
| 6M | -15.7% | +24.7% | -40.4% | -24.4% |
| YTD | -27.4% | +33.9% | -61.4% | -37.2% |
| 1Y | -11.4% | +34.7% | -46.1% | -24.5% |
| 3Y | +457.8% | +15.3% | +442.5% | +374.2% |
| 5Y | +343.0% | -39.3% | +382.2% | +412.5% |
| All | +806.6% | +3.6% | +803.0% | +566.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling