+222.3%
BMNR vs FICO
-47.0%
+269.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -16.7% | +11.1% | +0.4% |
| 7D | +4.9% | -19.2% | +24.1% | +12.8% |
| 30D | +35.5% | -14.6% | +50.1% | +43.0% |
| 3M | +39.6% | -20.1% | +59.7% | +45.1% |
| 6M | +18.2% | -36.3% | +54.6% | +41.1% |
| YTD | -8.0% | -44.9% | +36.8% | +23.5% |
| 1Y | -40.8% | -38.6% | -2.2% | -36.0% |
| All | +222.3% | -47.0% | +269.3% | +771.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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