+32.4%
SWKS vs INSM
+803.5%
-771.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -2.7% | +6.2% | -9.0% | -3.4% |
| 30D | +8.5% | +15.4% | -6.9% | +6.7% |
| 3M | +17.3% | -11.4% | +28.7% | +18.4% |
| 6M | +25.1% | +14.6% | +10.6% | +21.9% |
| YTD | +33.3% | -33.3% | +66.6% | +36.7% |
| 1Y | +22.9% | -38.8% | +61.7% | +26.8% |
| 3Y | +5.5% | +395.7% | -390.2% | -18.8% |
| 5Y | -41.9% | +258.9% | -300.8% | -54.5% |
| 10Y | +32.4% | +754.3% | -721.9% | -5.9% |
| All | +32.4% | +803.5% | -771.1% | -5.9% |
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