-47.6%
BMNR vs GEHC
-15.7%
-32.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +0.2% | -7.2% | +7.4% | +2.6% |
| 30D | +39.9% | -11.6% | +51.5% | +45.4% |
| 3M | +51.5% | -0.8% | +52.4% | +49.7% |
| 6M | +18.9% | -11.9% | +30.8% | +26.3% |
| YTD | -7.8% | -21.9% | +14.1% | +4.2% |
| 1Y | -47.6% | -17.8% | -29.8% | -45.5% |
| All | -47.6% | -15.7% | -32.0% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling