+51.0%
SWKS vs INSM
+708.7%
-657.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.0% |
| 7D | +10.9% | +8.6% | +2.3% | +9.9% |
| 30D | +17.6% | +22.0% | -4.4% | +15.0% |
| 3M | +29.2% | -10.7% | +39.9% | +30.4% |
| 6M | +37.0% | +1.8% | +35.2% | +35.3% |
| YTD | +44.9% | -32.2% | +77.1% | +48.3% |
| 1Y | +33.8% | -39.3% | +73.1% | +38.2% |
| 3Y | +10.2% | +397.1% | -386.9% | -15.2% |
| 5Y | -37.0% | +270.6% | -307.6% | -50.9% |
| All | +51.0% | +708.7% | -657.7% | +9.4% |
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