+378.9%
INSM vs SWK
+15.2%
+363.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +6.5% | -0.4% | +7.0% | +6.6% |
| 30D | +27.5% | -5.7% | +33.3% | +28.2% |
| 3M | +20.4% | +24.1% | -3.7% | +16.7% |
| 6M | -15.7% | +24.7% | -40.4% | -18.6% |
| YTD | -27.4% | +33.9% | -61.4% | -30.4% |
| 1Y | -11.4% | +34.7% | -46.1% | -15.2% |
| All | +378.9% | +15.2% | +363.7% | +384.1% |
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 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