+223.1%
BMNR vs GEHC
-10.1%
+233.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | +0.2% | -7.2% | +7.4% | +1.8% |
| 30D | +39.9% | -11.6% | +51.5% | +43.4% |
| 3M | +51.5% | -0.8% | +52.4% | +51.1% |
| 6M | +18.9% | -11.9% | +30.8% | +24.6% |
| YTD | -7.8% | -21.9% | +14.1% | -0.6% |
| 1Y | -47.6% | -17.8% | -29.8% | -44.1% |
| All | +223.1% | -10.1% | +233.2% | +425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling