-11.2%
INSM vs FCEL
+180.7%
-192.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.6% |
| 7D | +2.5% | +6.3% | -3.8% | +2.3% |
| 30D | -2.2% | -26.7% | +24.5% | -1.7% |
| 3M | +33.8% | -10.2% | +44.0% | +32.0% |
| 6M | -7.2% | +123.5% | -130.7% | -7.0% |
| YTD | -25.6% | +117.4% | -143.0% | -24.9% |
| 1Y | -11.2% | +146.0% | -157.2% | -13.4% |
| All | -11.2% | +180.7% | -192.0% | -13.4% |
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