+31.0%
SWKS vs INSM
+801.7%
-770.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +11.8% | +2.8% | +9.0% | +11.5% |
| 30D | +6.7% | -4.7% | +11.5% | +7.2% |
| 3M | 0.0% | +32.6% | -32.6% | -3.7% |
| 6M | +38.7% | -10.9% | +49.6% | +38.4% |
| YTD | +21.4% | -28.2% | +49.6% | +23.8% |
| 1Y | +2.9% | -14.9% | +17.8% | +2.5% |
| 3Y | -16.4% | +375.6% | -392.0% | -35.1% |
| 5Y | -51.2% | +349.1% | -400.2% | -62.9% |
| 10Y | +31.0% | +796.6% | -765.5% | -7.7% |
| All | +31.0% | +801.7% | -770.7% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling