+117.4%
COIN vs AMGN
+59.9%
+57.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.0% |
| 7D | -5.1% | -13.7% | +8.6% | -2.3% |
| 30D | +17.6% | -8.8% | +26.4% | +19.8% |
| 3M | +9.2% | +7.2% | +2.0% | +8.0% |
| 6M | -11.8% | +1.3% | -13.0% | -11.9% |
| YTD | -22.5% | +17.6% | -40.1% | -24.6% |
| 1Y | -45.9% | +37.2% | -83.1% | -48.8% |
| 3Y | +117.4% | +57.7% | +59.6% | +94.3% |
| All | +117.4% | +59.9% | +57.5% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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