+47.0%
LLY vs BMNR
+245.3%
-198.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -0.7% |
| 7D | -2.9% | +0.2% | -3.2% | -2.9% |
| 30D | -8.4% | +39.9% | -48.3% | -8.4% |
| 3M | -3.8% | +51.5% | -55.3% | -3.8% |
| 6M | +11.9% | +18.9% | -7.0% | +11.9% |
| YTD | +4.3% | -7.8% | +12.1% | +4.3% |
| 1Y | +48.5% | -47.6% | +96.1% | +48.4% |
| All | +47.0% | +245.3% | -198.4% | +46.1% |
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