+223.1%
BMNR vs FTNT
+52.9%
+170.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +5.4% |
| 7D | +0.2% | -0.1% | +0.4% | +0.3% |
| 30D | +39.9% | -3.0% | +42.9% | +42.9% |
| 3M | +51.5% | +7.6% | +43.9% | +34.0% |
| 6M | +18.9% | +87.0% | -68.0% | -59.4% |
| YTD | -7.8% | +96.5% | -104.3% | -73.8% |
| 1Y | -47.6% | +92.9% | -140.6% | -85.1% |
| All | +223.1% | +52.9% | +170.2% | -114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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