-44.9%
BMNR vs DXCM
+44.8%
-89.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.6% | -0.8% | +3.7% |
| 7D | -1.5% | +12.5% | -14.0% | -5.4% |
| 30D | -18.9% | +1.8% | -20.7% | -19.5% |
| 3M | +20.1% | +1.8% | +18.3% | +18.9% |
| 6M | -4.7% | +47.4% | -52.0% | -23.9% |
| YTD | -20.0% | +33.3% | -53.3% | -30.7% |
| 1Y | -44.9% | +44.6% | -89.5% | -55.1% |
| All | -44.9% | +44.8% | -89.8% | -55.1% |
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