+41.3%
BMY vs BMNR
+245.3%
-204.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.2% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | -0.1% | +39.9% | -40.0% | -0.1% |
| 3M | +13.1% | +51.5% | -38.4% | +13.1% |
| 6M | +8.4% | +18.9% | -10.5% | +8.4% |
| YTD | +22.0% | -7.8% | +29.8% | +22.0% |
| 1Y | +40.3% | -47.6% | +87.9% | +40.3% |
| All | +41.3% | +245.3% | -204.1% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling