+564.7%
INSM vs SEDG
+73.0%
+491.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.5% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | -2.2% | +8.3% | -10.5% | -3.6% |
| 3M | +33.8% | -40.7% | +74.5% | +41.4% |
| 6M | -7.2% | -3.9% | -3.3% | -11.5% |
| YTD | -25.6% | +20.2% | -45.9% | -32.7% |
| 1Y | -11.2% | +17.6% | -28.8% | -21.4% |
| 3Y | +388.3% | -76.6% | +464.9% | +412.4% |
| 5Y | +376.6% | -87.1% | +463.7% | +439.4% |
| 10Y | +881.9% | +105.5% | +776.4% | +563.2% |
| All | +564.7% | +73.0% | +491.7% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling