+223.1%
BMNR vs FSLY
+200.0%
+23.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.1% |
| 7D | +0.2% | +12.5% | -12.2% | -1.8% |
| 30D | +39.9% | -18.8% | +58.7% | +44.1% |
| 3M | +51.5% | +22.7% | +28.8% | +43.8% |
| 6M | +18.9% | -3.7% | +22.6% | +12.0% |
| YTD | -7.8% | +127.5% | -135.3% | -30.2% |
| 1Y | -47.6% | +193.5% | -241.1% | -69.3% |
| All | +223.1% | +200.0% | +23.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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