-33.9%
ISRG vs BMNR
+245.3%
-279.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +2.4% |
| 7D | +0.7% | +0.2% | +0.4% | +0.7% |
| 30D | -8.0% | +39.9% | -47.9% | -8.1% |
| 3M | -10.6% | +51.5% | -62.1% | -10.8% |
| 6M | -25.1% | +18.9% | -44.0% | -25.2% |
| YTD | -34.8% | -7.8% | -27.0% | -34.9% |
| 1Y | -19.0% | -47.6% | +28.6% | -19.0% |
| All | -33.9% | +245.3% | -279.2% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling