-46.6%
COIN vs BMRN
-16.1%
-30.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | -5.1% | -1.3% | -3.8% | -4.4% |
| 30D | +17.6% | -6.5% | +24.1% | +22.0% |
| 3M | +9.2% | +18.3% | -9.0% | -1.6% |
| 6M | -11.8% | +8.9% | -20.7% | -17.1% |
| YTD | -22.5% | +10.5% | -33.0% | -28.3% |
| 1Y | -45.9% | +17.5% | -63.4% | -52.4% |
| 3Y | +117.4% | -27.7% | +145.1% | +150.5% |
| 5Y | -29.4% | -15.8% | -13.6% | -25.0% |
| All | -46.6% | -16.1% | -30.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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