+93.3%
JNJ vs COIN
-54.0%
+147.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -3.5% | -5.1% | +1.6% | -3.6% |
| 30D | +2.3% | +17.6% | -15.3% | +2.5% |
| 3M | +12.0% | +9.2% | +2.7% | +12.1% |
| 6M | +10.5% | -11.8% | +22.2% | +10.5% |
| YTD | +30.4% | -22.5% | +52.9% | +30.4% |
| 1Y | +52.1% | -45.9% | +98.0% | +51.9% |
| 3Y | +77.8% | +117.4% | -39.6% | +75.8% |
| 5Y | +82.9% | -29.4% | +112.3% | +79.6% |
| All | +93.3% | -54.0% | +147.3% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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