+223.1%
BMNR vs SYK
-27.5%
+250.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.4% | +2.5% |
| 7D | +0.2% | -9.1% | +9.3% | +4.5% |
| 30D | +39.9% | -20.6% | +60.5% | +55.0% |
| 3M | +51.5% | -9.6% | +61.1% | +48.8% |
| 6M | +18.9% | -19.9% | +38.8% | +41.6% |
| YTD | -7.8% | -21.2% | +13.4% | +5.7% |
| 1Y | -47.6% | -28.4% | -19.2% | -14.9% |
| All | +223.1% | -27.5% | +250.5% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 10y: compounded portfolio wealth divided by compounded SYK 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…
10y analysis · Full analysis span regression · 6 months rolling