-57.2%
COIN vs TEVA
+81.2%
-138.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.2% | -9.5% | -9.6% |
| 7D | -14.8% | +0.7% | -15.5% | -15.0% |
| 30D | -26.3% | +6.8% | -33.1% | -27.5% |
| 3M | -8.7% | +20.3% | -29.1% | -12.5% |
| 6M | -30.8% | +16.5% | -47.3% | -32.7% |
| YTD | -39.5% | +33.9% | -73.4% | -45.2% |
| 1Y | -57.2% | +69.8% | -127.0% | -69.4% |
| All | -57.2% | +81.2% | -138.3% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling