-47.5%
COIN vs ABBV
+191.6%
-239.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.2% |
| 7D | -10.6% | -2.0% | -8.6% | -10.8% |
| 30D | +16.0% | +2.0% | +14.0% | +16.3% |
| 3M | +11.9% | +14.2% | -2.3% | +14.1% |
| 6M | -12.3% | +14.1% | -26.4% | -10.5% |
| YTD | -23.8% | +14.2% | -38.1% | -22.1% |
| 1Y | -45.4% | +24.2% | -69.6% | -43.3% |
| 3Y | +109.9% | +89.8% | +20.1% | +125.4% |
| 5Y | -30.6% | +187.2% | -217.8% | -17.6% |
| All | -47.5% | +191.6% | -239.2% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling