-40.8%
BMNR vs ULTA
+6.6%
-47.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.9% |
| 7D | +4.9% | +9.0% | -4.1% | +2.6% |
| 30D | +35.5% | +4.6% | +30.9% | +34.0% |
| 3M | +39.6% | +22.0% | +17.6% | +33.4% |
| 6M | +18.2% | -14.7% | +32.9% | +22.3% |
| YTD | -8.0% | -6.8% | -1.3% | -7.9% |
| 1Y | -40.8% | +6.5% | -47.3% | -39.3% |
| All | -40.8% | +6.6% | -47.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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