+15.0%
QCOM vs BMNR
-46.4%
+61.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.6% | +2.3% |
| 7D | +7.8% | +0.2% | +7.6% | +7.8% |
| 30D | +12.2% | +39.9% | -27.7% | +5.5% |
| 3M | -9.9% | +51.5% | -61.4% | -16.7% |
| 6M | +36.9% | +18.9% | +18.0% | +30.6% |
| YTD | +8.0% | -7.8% | +15.9% | +5.4% |
| 1Y | +15.0% | -47.6% | +62.6% | +25.4% |
| All | +15.0% | -46.4% | +61.4% | +25.4% |
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