-21.9%
INSM vs PTEN
+59.1%
-81.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.7% |
| 7D | +1.7% | -1.7% | +3.4% | +2.0% |
| 30D | -4.4% | +18.6% | -23.0% | -7.7% |
| 3M | +30.0% | +12.5% | +17.6% | +26.2% |
| 6M | -10.0% | +41.9% | -51.9% | -17.3% |
| YTD | -26.0% | +117.8% | -143.8% | -37.8% |
| 1Y | -12.5% | +145.3% | -157.8% | -28.7% |
| 3Y | +390.5% | -2.8% | +393.3% | +360.8% |
| 5Y | +357.7% | +93.4% | +264.3% | +251.7% |
| 10Y | +877.2% | -16.6% | +893.8% | +628.8% |
| All | -21.9% | +59.1% | -81.0% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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