-47.5%
COIN vs ISRG
+36.5%
-84.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -3.2% |
| 7D | -10.6% | -2.5% | -8.1% | -8.6% |
| 30D | +16.0% | -10.2% | +26.1% | +26.8% |
| 3M | +11.9% | -12.5% | +24.4% | +22.0% |
| 6M | -12.3% | -25.8% | +13.5% | +10.6% |
| YTD | -23.8% | -36.4% | +12.5% | +12.0% |
| 1Y | -45.4% | -19.9% | -25.5% | -38.0% |
| 3Y | +109.9% | +20.9% | +89.0% | +53.5% |
| 5Y | -30.6% | +5.7% | -36.3% | -52.5% |
| All | -47.5% | +36.5% | -84.1% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling