+369.0%
LIN vs INSM
+841.5%
-472.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | -4.0% | +1.7% | -5.7% | -4.0% |
| 30D | -4.9% | -4.4% | -0.5% | -4.7% |
| 3M | -9.2% | +30.0% | -39.2% | -10.7% |
| 6M | -2.6% | -10.0% | +7.5% | -2.7% |
| YTD | +10.5% | -26.0% | +36.5% | +11.4% |
| 1Y | -0.1% | -12.5% | +12.4% | -0.4% |
| 3Y | +25.4% | +390.5% | -365.1% | +10.8% |
| 5Y | +59.7% | +357.7% | -298.0% | +39.3% |
| 10Y | +369.0% | +877.2% | -508.3% | +291.9% |
| All | +369.0% | +841.5% | -472.6% | +291.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling