-33.2%
FSLR vs INSM
-37.5%
+4.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -14.8% | +5.9% | -20.7% | -15.2% |
| 30D | -4.3% | +23.9% | -28.2% | -6.3% |
| 3M | -23.4% | -4.1% | -19.3% | -23.2% |
| 6M | -26.9% | +2.7% | -29.6% | -28.2% |
| YTD | -34.4% | -30.4% | -4.0% | -35.4% |
| 1Y | -33.2% | -36.6% | +3.3% | -35.3% |
| All | -33.2% | -37.5% | +4.3% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling