-36.7%
ISRG vs BMNR
+234.0%
-270.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +0.9% |
| 7D | -5.0% | +5.0% | -10.0% | -5.0% |
| 30D | -10.2% | +33.8% | -44.0% | -10.3% |
| 3M | -17.2% | +49.4% | -66.6% | -17.3% |
| 6M | -28.4% | +17.0% | -45.4% | -28.5% |
| YTD | -37.6% | -10.8% | -26.8% | -37.7% |
| 1Y | -24.4% | -45.7% | +21.3% | -24.4% |
| All | -36.7% | +234.0% | -270.7% | -38.3% |
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