+212.3%
BMNR vs ILMN
+141.9%
+70.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | -8.5% | -9.2% | +0.7% | -4.3% |
| 30D | +33.8% | +4.4% | +29.4% | +32.7% |
| 3M | +54.7% | +23.9% | +30.9% | +42.3% |
| 6M | +16.7% | +64.5% | -47.8% | -5.9% |
| YTD | -10.9% | +53.5% | -64.3% | -27.3% |
| 1Y | -46.9% | +110.8% | -157.7% | -63.8% |
| All | +212.3% | +141.9% | +70.4% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 3y: compounded portfolio wealth divided by compounded ILMN 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…
3y analysis · Full analysis span regression · 6 months rolling