+223.1%
BMNR vs BIIB
+64.7%
+158.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.5% |
| 7D | +0.2% | -1.7% | +1.9% | 0.0% |
| 30D | +39.9% | +4.0% | +35.9% | +40.8% |
| 3M | +51.5% | +8.6% | +42.9% | +53.7% |
| 6M | +18.9% | +14.0% | +4.9% | +21.0% |
| YTD | -7.8% | +23.4% | -31.2% | -4.2% |
| 1Y | -47.6% | +45.9% | -93.5% | -42.5% |
| All | +223.1% | +64.7% | +158.4% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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