+223.1%
BMNR vs TEVA
+111.1%
+112.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.1% |
| 7D | +0.2% | +2.0% | -1.8% | -0.1% |
| 30D | +39.9% | +1.0% | +39.0% | +39.6% |
| 3M | +51.5% | +7.3% | +44.2% | +50.0% |
| 6M | +18.9% | +21.7% | -2.8% | +13.8% |
| YTD | -7.8% | +18.8% | -26.6% | -10.4% |
| 1Y | -47.6% | +86.5% | -134.1% | -47.7% |
| All | +223.1% | +111.1% | +112.0% | +291.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling