-30.7%
INSM vs SWK
+758.1%
-788.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.3% |
| 7D | +1.6% | +11.0% | -9.4% | -2.2% |
| 30D | +12.5% | +30.1% | -17.6% | +2.4% |
| 3M | -13.7% | +14.7% | -28.3% | -18.0% |
| 6M | -16.5% | +44.5% | -61.0% | -27.5% |
| YTD | -34.3% | +59.4% | -93.6% | -45.5% |
| 1Y | -38.4% | +77.5% | -115.9% | -51.1% |
| 3Y | +379.9% | +49.5% | +330.4% | +282.6% |
| 5Y | +242.2% | -24.9% | +267.1% | +242.6% |
| 10Y | +920.6% | +31.8% | +888.8% | +703.6% |
| All | -30.7% | +758.1% | -788.8% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling