+45.6%
BMY vs BMNR
-46.4%
+91.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.8% | +3.9% |
| 7D | +6.0% | -1.5% | +7.4% | +6.0% |
| 30D | +9.1% | -18.9% | +28.0% | +9.4% |
| 3M | -2.6% | +20.1% | -22.6% | -2.9% |
| 6M | +13.1% | -4.7% | +17.8% | +13.7% |
| YTD | +23.0% | -20.0% | +43.0% | +23.2% |
| 1Y | +45.6% | -44.9% | +90.5% | +47.1% |
| All | +45.6% | -46.4% | +91.9% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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