+349.1%
INSM vs RACE
+92.4%
+256.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | -4.7% | -1.5% | -3.2% | -4.4% |
| 3M | +32.6% | +15.5% | +17.2% | +26.1% |
| 6M | -10.9% | +17.3% | -28.2% | -16.0% |
| YTD | -28.2% | +11.1% | -39.4% | -31.5% |
| 1Y | -14.9% | -14.3% | -0.6% | -11.9% |
| 3Y | +375.6% | +40.2% | +335.4% | +265.9% |
| 5Y | +349.1% | +92.6% | +256.5% | +192.3% |
| All | +349.1% | +92.4% | +256.6% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling