+616.3%
INSM vs RACE
+647.6%
-31.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | +6.5% | -2.5% | +9.1% | +7.7% |
| 30D | +27.5% | +0.8% | +26.8% | +26.9% |
| 3M | +20.4% | +17.2% | +3.2% | +11.2% |
| 6M | -15.7% | +13.6% | -29.3% | -21.5% |
| YTD | -27.4% | +12.2% | -39.6% | -32.6% |
| 1Y | -11.4% | -16.3% | +4.9% | -6.7% |
| 3Y | +457.8% | +36.4% | +421.4% | +328.3% |
| 5Y | +343.0% | +95.0% | +248.0% | +171.7% |
| 10Y | +848.1% | +813.2% | +34.9% | +205.0% |
| All | +616.3% | +647.6% | -31.3% | +110.1% |
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