+70.0%
SWKS vs INSM
-21.1%
+91.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +12.5% | +6.5% | +6.0% | +12.0% |
| 30D | +10.5% | +27.5% | -17.0% | +7.9% |
| 3M | -7.4% | +20.4% | -27.8% | -9.2% |
| 6M | +32.7% | -15.7% | +48.4% | +33.0% |
| YTD | +19.2% | -27.4% | +46.6% | +20.8% |
| 1Y | +2.4% | -11.4% | +13.8% | +1.8% |
| 3Y | -25.6% | +457.8% | -483.4% | -39.3% |
| 5Y | -53.4% | +343.0% | -396.4% | -61.7% |
| 10Y | +23.2% | +848.1% | -825.0% | -10.7% |
| All | +70.0% | -21.1% | +91.1% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling