+21.1%
QCOM vs BMNR
+241.8%
-220.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.2% |
| 7D | +5.1% | +6.0% | -0.9% | +5.0% |
| 30D | +4.3% | +31.6% | -27.3% | +4.2% |
| 3M | -19.6% | +47.0% | -66.6% | -19.7% |
| 6M | +29.5% | +31.2% | -1.7% | +29.3% |
| YTD | +3.4% | -8.8% | +12.1% | +3.3% |
| 1Y | +10.9% | -43.4% | +54.3% | +10.9% |
| All | +21.1% | +241.8% | -220.6% | +20.9% |
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 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