+88.8%
SWKS vs INSM
-28.5%
+117.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.0% | +0.8% |
| 7D | -6.2% | +1.6% | -7.8% | -6.3% |
| 30D | -1.5% | +12.5% | -13.9% | -2.5% |
| 3M | +23.0% | -13.7% | +36.7% | +24.1% |
| 6M | +27.6% | -16.5% | +44.1% | +28.0% |
| YTD | +32.3% | -34.3% | +66.6% | +34.9% |
| 1Y | +20.1% | -38.4% | +58.5% | +22.9% |
| 3Y | +0.6% | +379.9% | -379.3% | -16.8% |
| 5Y | -42.3% | +242.2% | -284.5% | -51.6% |
| 10Y | +35.9% | +920.6% | -884.7% | -1.9% |
| All | +88.8% | -28.5% | +117.3% | +30.4% |
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 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