+212.3%
BMNR vs SYK
-28.9%
+241.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.9% |
| 7D | -8.5% | -12.3% | +3.8% | -3.0% |
| 30D | +33.8% | -22.4% | +56.2% | +49.8% |
| 3M | +54.7% | -12.3% | +67.1% | +55.0% |
| 6M | +16.7% | -24.3% | +41.0% | +48.9% |
| YTD | -10.9% | -22.8% | +11.9% | +3.1% |
| 1Y | -46.9% | -28.8% | -18.1% | -22.4% |
| All | +212.3% | -28.9% | +241.3% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling