0.0%
SHOP vs ALNY
-40.8%
+40.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | -5.1% | +12.2% | -17.3% | -7.1% |
| 30D | +0.6% | +16.3% | -15.8% | -2.3% |
| 3M | +25.0% | -12.4% | +37.4% | +25.4% |
| 6M | +11.9% | -18.7% | +30.6% | +13.0% |
| YTD | -9.9% | -33.1% | +23.2% | -9.1% |
| 1Y | 0.0% | -41.3% | +41.3% | +4.3% |
| All | 0.0% | -40.8% | +40.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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