-46.6%
COIN vs BIIB
-18.8%
-27.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -5.1% | -1.7% | -3.4% | -4.6% |
| 30D | +17.6% | +4.0% | +13.6% | +16.3% |
| 3M | +9.2% | +8.6% | +0.6% | +6.0% |
| 6M | -11.8% | +14.0% | -25.8% | -16.3% |
| YTD | -22.5% | +23.4% | -45.9% | -28.8% |
| 1Y | -45.9% | +45.9% | -91.8% | -53.2% |
| 3Y | +117.4% | -16.1% | +133.5% | +123.7% |
| 5Y | -29.4% | -27.6% | -1.9% | -30.9% |
| All | -46.6% | -18.8% | -27.8% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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