-27.8%
COIN vs BDX
-2.2%
-25.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -5.1% | -3.2% | -1.9% | -3.6% |
| 30D | +17.6% | -2.5% | +20.1% | +19.2% |
| 3M | +9.2% | +21.4% | -12.2% | -1.0% |
| 6M | -11.8% | +10.4% | -22.2% | -16.2% |
| YTD | -22.5% | +18.8% | -41.3% | -30.0% |
| 1Y | -45.9% | +21.7% | -67.6% | -51.9% |
| 3Y | +117.4% | -10.0% | +127.3% | +129.4% |
| All | -27.8% | -2.2% | -25.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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