-46.6%
COIN vs ABBV
+194.1%
-240.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.8% |
| 7D | -5.1% | +0.3% | -5.3% | -5.0% |
| 30D | +17.6% | +3.4% | +14.2% | +18.1% |
| 3M | +9.2% | +15.2% | -6.0% | +11.5% |
| 6M | -11.8% | +14.7% | -26.4% | -9.9% |
| YTD | -22.5% | +15.2% | -37.7% | -20.7% |
| 1Y | -45.9% | +20.4% | -66.3% | -44.2% |
| 3Y | +117.4% | +91.3% | +26.0% | +133.7% |
| 5Y | -29.4% | +189.6% | -219.0% | -16.1% |
| All | -46.6% | +194.1% | -240.7% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 10y: compounded portfolio wealth divided by compounded ABBV 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…
10y analysis · Full analysis span regression · 6 months rolling