+105.4%
FSLR vs INSM
+365.8%
-260.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.1% | -7.9% | -5.1% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | -15.1% | -4.4% | -10.7% | -14.8% |
| 3M | -22.5% | +30.0% | -52.6% | -24.8% |
| 6M | +4.0% | -10.0% | +14.0% | +3.8% |
| YTD | -22.3% | -26.0% | +3.7% | -21.1% |
| 1Y | 0.0% | -12.5% | +12.5% | -0.6% |
| 3Y | +10.9% | +390.5% | -379.6% | -9.6% |
| 5Y | +105.4% | +357.7% | -252.3% | +57.5% |
| All | +105.4% | +365.8% | -260.4% | +57.5% |
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