+458.5%
FSLR vs INSM
+884.9%
-426.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | +2.2% | +2.5% | -0.2% | +2.0% |
| 30D | -7.8% | -2.2% | -5.7% | -7.7% |
| 3M | -22.9% | +33.8% | -56.7% | -25.6% |
| 6M | +4.4% | -7.2% | +11.6% | +4.0% |
| YTD | -20.0% | -25.6% | +5.7% | -18.6% |
| 1Y | +2.8% | -11.2% | +14.0% | +2.1% |
| 3Y | +16.5% | +388.3% | -371.8% | -8.3% |
| 5Y | +110.3% | +376.6% | -266.4% | +62.0% |
| All | +458.5% | +884.9% | -426.4% | +301.9% |
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