-40.8%
BMNR vs IDXX
-16.0%
-24.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.7% | -6.0% |
| 7D | +4.9% | -3.5% | +8.4% | +6.3% |
| 30D | +35.5% | -8.4% | +43.9% | +39.9% |
| 3M | +39.6% | -5.2% | +44.8% | +41.1% |
| 6M | +18.2% | -17.5% | +35.7% | +27.4% |
| YTD | -8.0% | -20.9% | +12.8% | +1.2% |
| 1Y | -40.8% | -16.4% | -24.4% | -31.8% |
| All | -40.8% | -16.0% | -24.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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