Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AMD vs INSM✓SelectedUSD · INSMAMD vs INSM performance historyLatest closeAs of+5.90%09/08
Stock and ETF performance explorer

AMD vs INSM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,017.8%
INSM return
+801.7%
Excess return
+7,216.1%
Maximum drawdown
-65.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioINSMExcessAlpha
1D+5.9%-1.1%+7.0%+6.0%
7D+10.0%+2.8%+7.3%+9.6%
30D+4.6%-4.7%+9.4%+5.1%
3M+3.1%+32.6%-29.5%-1.3%
6M+162.8%-10.9%+173.7%+162.4%
YTD+136.2%-28.2%+164.4%+142.1%
1Y+234.0%-14.9%+248.9%+233.2%
3Y+376.7%+375.6%+1.1%+254.7%
5Y+376.3%+349.1%+27.3%+248.4%
10Y+8,017.8%+796.6%+7,221.3%+5,623.8%
All+8,017.8%+801.7%+7,216.1%+5,623.8%

Cumulative growth

Daily Returns

Daily percentage return beside INSM.

Daily Out/Under-Performance

Portfolio return minus INSM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × INSM 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 10y: compounded portfolio wealth divided by compounded INSM 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…

10y analysis · Full analysis span regression · 6 months rolling