+577.8%
INSM vs RACE
+658.1%
-80.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | +14.4% | +0.2% | +14.2% | +14.3% |
| 30D | +18.8% | +6.6% | +12.2% | +15.3% |
| 3M | -11.3% | +2.2% | -13.5% | -12.4% |
| 6M | +17.9% | +22.4% | -4.5% | +6.3% |
| YTD | -31.3% | +13.8% | -45.1% | -36.6% |
| 1Y | -37.7% | +2.2% | -40.0% | -39.7% |
| 3Y | +403.1% | +25.6% | +377.5% | +307.9% |
| 5Y | +279.3% | +71.0% | +208.3% | +151.0% |
| 10Y | +740.9% | +739.1% | +1.8% | +176.5% |
| All | +577.8% | +658.1% | -80.4% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling