+63.3%
LIN vs INSM
+241.5%
-178.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -1.3% |
| 7D | +0.2% | +1.6% | -1.4% | +0.1% |
| 30D | +6.5% | +12.5% | -6.0% | +5.9% |
| 3M | +5.5% | -13.7% | +19.2% | +6.0% |
| 6M | +3.3% | -16.5% | +19.9% | +3.5% |
| YTD | +22.0% | -34.3% | +56.3% | +23.2% |
| 1Y | +25.7% | -38.4% | +64.1% | +27.2% |
| 3Y | +36.2% | +379.9% | -343.7% | +25.8% |
| All | +63.3% | +241.5% | -178.2% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling