+223.1%
BMNR vs NVS
+20.3%
+202.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.7% | +3.5% |
| 7D | +0.2% | -14.3% | +14.5% | +6.9% |
| 30D | +39.9% | -10.0% | +49.9% | +44.9% |
| 3M | +51.5% | -10.9% | +62.4% | +56.4% |
| 6M | +18.9% | -12.0% | +30.9% | +24.8% |
| YTD | -7.8% | +2.5% | -10.3% | -16.6% |
| 1Y | -47.6% | +10.7% | -58.3% | -57.5% |
| All | +223.1% | +20.3% | +202.8% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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