+23.1%
QCOM vs BMNR
+233.9%
-210.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | -8.5% | +13.4% | +5.0% |
| 30D | +9.3% | +33.8% | -24.5% | +9.2% |
| 3M | -7.0% | +54.7% | -61.7% | -7.1% |
| 6M | +32.0% | +16.7% | +15.3% | +31.9% |
| YTD | +5.0% | -10.9% | +15.9% | +5.0% |
| 1Y | +13.6% | -46.9% | +60.5% | +13.6% |
| All | +23.1% | +233.9% | -210.8% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling