+223.1%
BMNR vs EXEL
+33.2%
+189.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +5.3% |
| 7D | +0.2% | -4.9% | +5.1% | +4.3% |
| 30D | +39.9% | +11.4% | +28.5% | +27.2% |
| 3M | +51.5% | +4.9% | +46.6% | +42.9% |
| 6M | +18.9% | +34.4% | -15.5% | -15.4% |
| YTD | -7.8% | +28.0% | -35.8% | -32.4% |
| 1Y | -47.6% | +43.6% | -91.2% | -69.8% |
| All | +223.1% | +33.2% | +189.9% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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