+0.6%
SWKS vs INSM
+359.5%
-358.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.0% | +1.0% |
| 7D | -6.2% | +1.6% | -7.8% | -6.2% |
| 30D | -1.5% | +12.5% | -13.9% | -1.9% |
| 3M | +23.0% | -13.7% | +36.7% | +23.4% |
| 6M | +27.6% | -16.5% | +44.1% | +27.8% |
| YTD | +32.3% | -34.3% | +66.6% | +33.4% |
| 1Y | +20.1% | -38.4% | +58.5% | +21.3% |
| 3Y | +0.6% | +379.9% | -379.3% | -2.0% |
| All | +0.6% | +359.5% | -358.8% | -2.0% |
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