-24.3%
INSM vs FCEL
-100.0%
+75.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.8% | -19.9% | -2.9% |
| 7D | +2.8% | +4.0% | -1.2% | +2.0% |
| 30D | -4.7% | -13.1% | +8.3% | -4.1% |
| 3M | +32.6% | +14.6% | +18.0% | +26.6% |
| 6M | -10.9% | +133.7% | -144.6% | -22.4% |
| YTD | -28.2% | +143.0% | -171.2% | -38.3% |
| 1Y | -14.9% | +320.9% | -335.7% | -32.6% |
| 3Y | +375.6% | -58.9% | +434.5% | +336.1% |
| 5Y | +349.1% | -89.7% | +438.7% | +353.9% |
| 10Y | +796.6% | -99.1% | +895.6% | +778.1% |
| All | -24.3% | -100.0% | +75.7% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling