+418.1%
FSLR vs INSM
+729.9%
-311.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -14.8% | +5.9% | -20.7% | -15.3% |
| 30D | -4.3% | +23.9% | -28.2% | -6.5% |
| 3M | -23.4% | -4.1% | -19.3% | -23.3% |
| 6M | -26.9% | +2.7% | -29.6% | -27.8% |
| YTD | -34.4% | -30.4% | -4.0% | -33.0% |
| 1Y | -33.2% | -36.6% | +3.3% | -31.4% |
| 3Y | +28.1% | +406.9% | -378.9% | +0.2% |
| 5Y | +54.5% | +280.3% | -225.8% | +22.2% |
| All | +418.1% | +729.9% | -311.8% | +279.8% |
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 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