-39.8%
INSM vs FCEL
+32.6%
-72.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.0% | +11.3% | +5.4% |
| 7D | +13.4% | -14.9% | +28.3% | +13.8% |
| 30D | +5.9% | -41.7% | +47.6% | +7.1% |
| 3M | +11.4% | -53.2% | +64.5% | +13.1% |
| 6M | -21.4% | -19.0% | -2.4% | -21.9% |
| YTD | -36.8% | +44.2% | -81.0% | -34.4% |
| 1Y | -39.8% | +42.4% | -82.2% | -37.5% |
| All | -39.8% | +32.6% | -72.4% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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