-11.8%
INSM vs ATI
+40.3%
-52.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -2.1% |
| 7D | +6.5% | -0.1% | +6.6% | +6.4% |
| 30D | +27.5% | +2.7% | +24.8% | +26.1% |
| 3M | +20.4% | +16.3% | +4.1% | +12.7% |
| All | -11.8% | +40.3% | -52.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 6mo: compounded portfolio wealth divided by compounded ATI 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…
6mo analysis · Full analysis span regression · 6 months rolling