+2.5%
LIN vs INSM
-11.6%
+14.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.1% | +6.5% | -8.7% | -2.3% |
| 30D | -2.4% | +27.5% | -30.0% | -3.3% |
| 3M | -5.6% | +20.4% | -25.9% | -6.3% |
| 6M | -3.4% | -15.7% | +12.4% | -3.5% |
| YTD | +13.1% | -27.4% | +40.5% | +13.3% |
| 1Y | +2.5% | -11.4% | +13.9% | +2.6% |
| All | +2.5% | -11.6% | +14.1% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling