-49.8%
BMNR vs TEVA
+77.2%
-127.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.2% | -2.0% |
| 7D | -7.0% | +1.2% | -8.3% | -7.4% |
| 30D | -23.9% | +8.8% | -32.7% | -26.3% |
| 3M | +2.5% | +22.4% | -19.9% | -5.0% |
| 6M | -18.1% | +17.3% | -35.4% | -21.1% |
| YTD | -30.9% | +36.5% | -67.4% | -44.3% |
| 1Y | -49.8% | +74.2% | -124.0% | -76.6% |
| All | -49.8% | +77.2% | -127.0% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling