-47.5%
COIN vs BMY
+23.6%
-71.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -10.6% | -6.4% | -4.2% | -9.6% |
| 30D | +16.0% | +0.2% | +15.7% | +16.0% |
| 3M | +11.9% | +16.0% | -4.1% | +9.2% |
| 6M | -12.3% | +8.3% | -20.7% | -13.6% |
| YTD | -23.8% | +22.2% | -46.0% | -26.3% |
| 1Y | -45.4% | +41.7% | -87.1% | -48.5% |
| 3Y | +109.9% | +20.7% | +89.2% | +105.5% |
| 5Y | -30.6% | +23.9% | -54.6% | -30.5% |
| All | -47.5% | +23.6% | -71.2% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling