+223.1%
BMNR vs DXCM
-3.2%
+226.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +4.2% |
| 7D | +0.2% | -5.5% | +5.8% | +2.8% |
| 30D | +39.9% | -8.6% | +48.5% | +45.7% |
| 3M | +51.5% | +10.3% | +41.2% | +41.6% |
| 6M | +18.9% | +25.2% | -6.3% | +2.8% |
| YTD | -7.8% | +25.1% | -32.9% | -20.2% |
| 1Y | -47.6% | +9.2% | -56.9% | -45.6% |
| All | +223.1% | -3.2% | +226.3% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling