-40.8%
BMNR vs DXCM
+11.0%
-51.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -5.3% |
| 7D | +4.9% | -3.2% | +8.1% | +5.5% |
| 30D | +35.5% | +6.3% | +29.1% | +34.0% |
| 3M | +39.6% | +21.1% | +18.5% | +33.2% |
| 6M | +18.2% | +20.6% | -2.3% | +13.6% |
| YTD | -8.0% | +32.4% | -40.5% | -12.9% |
| 1Y | -40.8% | +8.8% | -49.6% | -46.4% |
| All | -40.8% | +11.0% | -51.8% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling