+3,600.5%
LIN vs INSM
-21.1%
+3,621.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.1% | +6.5% | -8.7% | -2.4% |
| 30D | -2.4% | +27.5% | -30.0% | -3.6% |
| 3M | -5.6% | +20.4% | -25.9% | -6.6% |
| 6M | -3.4% | -15.7% | +12.4% | -3.2% |
| YTD | +13.1% | -27.4% | +40.5% | +13.9% |
| 1Y | +2.5% | -11.4% | +13.9% | +2.2% |
| 3Y | +27.6% | +457.8% | -430.2% | +15.0% |
| 5Y | +63.0% | +343.0% | -279.9% | +47.1% |
| 10Y | +359.3% | +848.1% | -488.8% | +286.2% |
| All | +3,600.5% | -21.1% | +3,621.6% | +2,648.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling