-51.9%
BMNR vs GILD
+39.2%
-91.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | -6.3% | +0.7% | -7.0% | -6.5% |
| 30D | -21.0% | +9.5% | -30.5% | -22.3% |
| 3M | -3.9% | +22.4% | -26.2% | -7.9% |
| 6M | -17.0% | +27.9% | -44.9% | -21.7% |
| YTD | -35.2% | +39.4% | -74.7% | -36.9% |
| 1Y | -51.9% | +37.6% | -89.5% | -52.3% |
| All | -51.9% | +39.2% | -91.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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