-39.8%
INSM vs SEDG
-5.0%
-34.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.7% | +14.0% | +5.5% |
| 7D | +13.4% | +1.8% | +11.6% | +13.3% |
| 30D | +5.9% | -12.7% | +18.6% | +6.1% |
| 3M | +11.4% | -38.4% | +49.8% | +12.6% |
| 6M | -21.4% | -27.7% | +6.3% | -20.9% |
| YTD | -36.8% | +4.1% | -40.9% | -38.4% |
| 1Y | -39.8% | -5.7% | -34.2% | -41.3% |
| All | -39.8% | -5.0% | -34.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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