+223.1%
BMNR vs FISV
-68.6%
+291.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.4% | -2.0% | +1.7% |
| 7D | +0.2% | -2.7% | +2.9% | +1.1% |
| 30D | +39.9% | 0.0% | +39.9% | +39.8% |
| 3M | +51.5% | -2.8% | +54.3% | +51.2% |
| 6M | +18.9% | -11.8% | +30.7% | +23.2% |
| YTD | -7.8% | -23.2% | +15.4% | +1.0% |
| 1Y | -47.6% | -62.0% | +14.4% | -16.1% |
| All | +223.1% | -68.6% | +291.7% | +830.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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