+223.1%
BMNR vs REGN
+61.9%
+161.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +4.0% |
| 7D | +0.2% | -5.6% | +5.8% | +2.6% |
| 30D | +39.9% | -2.0% | +41.9% | +40.8% |
| 3M | +51.5% | +28.0% | +23.6% | +34.3% |
| 6M | +18.9% | +1.2% | +17.8% | +18.6% |
| YTD | -7.8% | +1.6% | -9.4% | -7.6% |
| 1Y | -47.6% | +38.2% | -85.9% | -51.2% |
| All | +223.1% | +61.9% | +161.2% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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