+394.0%
INSM vs SWK
+50.4%
+343.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.9% |
| 7D | +8.6% | -2.0% | +10.5% | +8.8% |
| 30D | +22.0% | +24.6% | -2.6% | +18.9% |
| 3M | -10.7% | +10.8% | -21.5% | -11.9% |
| 6M | +1.8% | +46.1% | -44.3% | -3.4% |
| YTD | -32.2% | +56.8% | -89.0% | -36.3% |
| 1Y | -39.3% | +72.7% | -112.0% | -43.7% |
| All | +394.0% | +50.4% | +343.7% | +347.6% |
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