+55.7%
LLY vs BMNR
-42.5%
+98.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | -0.9% |
| 7D | -2.1% | +4.9% | -7.1% | -2.2% |
| 30D | -1.6% | +35.5% | -37.1% | -1.8% |
| 3M | +2.3% | +39.6% | -37.3% | +2.1% |
| 6M | +14.9% | +18.2% | -3.3% | +14.9% |
| YTD | +7.5% | -8.0% | +15.5% | +6.5% |
| 1Y | +55.7% | -40.8% | +96.5% | +54.2% |
| All | +55.7% | -42.5% | +98.2% | +54.2% |
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