+388.3%
INSM vs SEDG
-77.1%
+465.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.0% |
| 7D | +2.5% | +1.4% | +1.1% | +2.3% |
| 30D | -2.2% | +8.3% | -10.5% | -2.8% |
| 3M | +33.8% | -40.7% | +74.5% | +37.4% |
| 6M | -7.2% | -3.9% | -3.3% | -9.1% |
| YTD | -25.6% | +20.2% | -45.9% | -29.0% |
| 1Y | -11.2% | +17.6% | -28.8% | -16.2% |
| 3Y | +388.3% | -76.6% | +464.9% | +434.3% |
| All | +388.3% | -77.1% | +465.4% | +434.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling