-27.8%
COIN vs NVS
+92.9%
-120.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -5.1% | -14.3% | +9.2% | -2.1% |
| 30D | +17.6% | -10.0% | +27.5% | +19.9% |
| 3M | +9.2% | -10.9% | +20.1% | +11.6% |
| 6M | -11.8% | -12.0% | +0.2% | -9.7% |
| YTD | -22.5% | +2.5% | -25.0% | -23.1% |
| 1Y | -45.9% | +10.7% | -56.6% | -47.2% |
| 3Y | +117.4% | +53.3% | +64.1% | +89.5% |
| All | -27.8% | +92.9% | -120.8% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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