-39.8%
COIN vs TEVA
+93.8%
-133.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | +3.4% | -0.2% | +3.6% | +3.3% |
| 30D | +23.2% | +4.7% | +18.5% | +21.9% |
| 3M | +12.5% | +5.6% | +6.9% | +11.1% |
| 6M | -11.6% | +10.5% | -22.1% | -14.6% |
| YTD | -18.4% | +16.5% | -34.9% | -22.5% |
| 1Y | -39.8% | +96.8% | -136.6% | -51.3% |
| All | -39.8% | +93.8% | -133.6% | -51.3% |
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