+223.1%
BMNR vs FIS
-50.2%
+273.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.3% | +3.3% |
| 7D | +0.2% | -7.9% | +8.1% | +6.3% |
| 30D | +39.9% | -8.0% | +47.9% | +47.6% |
| 3M | +51.5% | +0.6% | +50.9% | +41.8% |
| 6M | +18.9% | -22.2% | +41.1% | +51.7% |
| YTD | -7.8% | -40.8% | +33.0% | +99.9% |
| 1Y | -47.6% | -41.5% | -6.1% | +17.8% |
| All | +223.1% | -50.2% | +273.2% | +553.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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