+2.4%
SWKS vs INSM
-11.6%
+14.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +12.5% | +6.5% | +6.0% | +12.4% |
| 30D | +10.5% | +27.5% | -17.0% | +9.8% |
| 3M | -7.4% | +20.4% | -27.8% | -7.9% |
| 6M | +32.7% | -15.7% | +48.4% | +33.1% |
| YTD | +19.2% | -27.4% | +46.6% | +21.0% |
| 1Y | +2.4% | -11.4% | +13.8% | +0.2% |
| All | +2.4% | -11.6% | +14.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 1y: compounded portfolio wealth divided by compounded INSM 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…
1y analysis · Full analysis span regression · 6 months rolling