-46.6%
COIN vs INCY
+50.6%
-97.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.4% |
| 7D | -5.1% | -4.2% | -0.9% | -3.3% |
| 30D | +17.6% | +0.6% | +17.0% | +17.3% |
| 3M | +9.2% | +12.6% | -3.4% | +3.3% |
| 6M | -11.8% | +28.3% | -40.1% | -21.7% |
| YTD | -22.5% | +23.0% | -45.5% | -30.1% |
| 1Y | -45.9% | +41.0% | -86.9% | -54.7% |
| 3Y | +117.4% | +88.6% | +28.8% | +52.3% |
| 5Y | -29.4% | +70.8% | -100.2% | -46.0% |
| All | -46.6% | +50.6% | -97.2% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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