+412.1%
LIN vs INSM
+762.7%
-350.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.1% |
| 7D | +2.0% | +14.4% | -12.4% | +1.3% |
| 30D | +7.9% | +18.8% | -10.9% | +6.8% |
| 3M | +6.3% | -11.3% | +17.6% | +6.8% |
| 6M | +6.5% | +17.9% | -11.4% | +5.0% |
| YTD | +23.6% | -31.3% | +54.9% | +24.9% |
| 1Y | +25.7% | -37.7% | +63.5% | +27.6% |
| 3Y | +35.6% | +403.1% | -367.5% | +19.5% |
| 5Y | +65.9% | +279.3% | -213.5% | +46.4% |
| 10Y | +412.1% | +740.9% | -328.8% | +334.6% |
| All | +412.1% | +762.7% | -350.7% | +334.6% |
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 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