-40.8%
BMNR vs VICR
+272.1%
-312.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.5% | -11.1% | -6.9% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | +35.5% | -13.9% | +49.4% | +39.0% |
| 3M | +39.6% | -38.4% | +78.0% | +52.0% |
| 6M | +18.2% | -7.2% | +25.4% | +7.7% |
| YTD | -8.0% | +72.0% | -80.1% | -27.5% |
| 1Y | -40.8% | +263.3% | -304.1% | -55.3% |
| All | -40.8% | +272.1% | -312.9% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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