+11.5%
SWKS vs INSM
+416.0%
-404.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | +9.4% | +5.9% | +3.5% | +9.2% |
| 30D | +17.0% | +23.9% | -6.9% | +16.2% |
| 3M | +28.9% | -4.1% | +33.0% | +28.9% |
| 6M | +33.1% | +2.7% | +30.5% | +32.6% |
| YTD | +44.8% | -30.4% | +75.2% | +45.7% |
| 1Y | +36.2% | -36.6% | +72.8% | +37.4% |
| 3Y | +11.5% | +406.9% | -395.5% | +12.5% |
| All | +11.5% | +416.0% | -404.5% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling