+379.9%
INSM vs SWK
+46.0%
+333.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.2% |
| 7D | +1.6% | +11.0% | -9.4% | +0.3% |
| 30D | +12.5% | +30.1% | -17.6% | +9.1% |
| 3M | -13.7% | +14.7% | -28.3% | -15.2% |
| 6M | -16.5% | +44.5% | -61.0% | -20.7% |
| YTD | -34.3% | +59.4% | -93.6% | -38.4% |
| 1Y | -38.4% | +77.5% | -115.9% | -43.1% |
| 3Y | +379.9% | +49.5% | +330.4% | +338.7% |
| All | +379.9% | +46.0% | +333.9% | +338.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling