-46.6%
COIN vs BMY
+23.4%
-70.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.1% | -4.8% | -0.3% | -4.3% |
| 30D | +17.6% | -0.1% | +17.7% | +17.7% |
| 3M | +9.2% | +13.1% | -3.9% | +7.0% |
| 6M | -11.8% | +8.4% | -20.2% | -13.0% |
| YTD | -22.5% | +22.0% | -44.5% | -25.0% |
| 1Y | -45.9% | +40.3% | -86.2% | -48.9% |
| 3Y | +117.4% | +20.5% | +96.9% | +112.9% |
| 5Y | -29.4% | +23.7% | -53.1% | -29.3% |
| All | -46.6% | +23.4% | -70.0% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 10y: compounded portfolio wealth divided by compounded BMY 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…
10y analysis · Full analysis span regression · 6 months rolling