+26.6%
QCOM vs BMNR
+245.3%
-218.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.6% | +2.9% |
| 7D | +7.8% | +0.2% | +7.6% | +7.8% |
| 30D | +12.2% | +39.9% | -27.7% | +12.1% |
| 3M | -9.9% | +51.5% | -61.4% | -10.0% |
| 6M | +36.9% | +18.9% | +18.0% | +36.8% |
| YTD | +8.0% | -7.8% | +15.9% | +8.0% |
| 1Y | +15.0% | -47.6% | +62.6% | +15.0% |
| All | +26.6% | +245.3% | -218.7% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling