-27.8%
COIN vs ISRG
+7.4%
-35.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.5% |
| 7D | -5.1% | +0.7% | -5.7% | -5.8% |
| 30D | +17.6% | -8.0% | +25.6% | +26.2% |
| 3M | +9.2% | -10.6% | +19.8% | +17.1% |
| 6M | -11.8% | -25.1% | +13.3% | +11.5% |
| YTD | -22.5% | -34.8% | +12.3% | +13.3% |
| 1Y | -45.9% | -19.0% | -26.9% | -39.0% |
| 3Y | +117.4% | +22.1% | +95.3% | +51.5% |
| All | -27.8% | +7.4% | -35.2% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 5y: compounded portfolio wealth divided by compounded ISRG 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…
5y analysis · Full analysis span regression · 6 months rolling