-43.8%
COIN vs ILMN
-44.8%
+1.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.2% |
| 7D | +3.4% | +1.2% | +2.1% | +2.8% |
| 30D | +23.2% | +9.2% | +14.0% | +17.2% |
| 3M | +12.5% | +29.8% | -17.4% | -4.4% |
| 6M | -11.6% | +69.2% | -80.8% | -36.6% |
| YTD | -18.4% | +66.4% | -84.7% | -42.2% |
| 1Y | -39.8% | +123.4% | -163.2% | -65.9% |
| 3Y | +136.7% | +33.2% | +103.6% | +79.2% |
| 5Y | -33.7% | -52.0% | +18.3% | -0.7% |
| All | -43.8% | -44.8% | +1.1% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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