-12.8%
SHOP vs ALNY
+30.5%
-43.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | -11.2% | -6.5% | -4.7% | -9.3% |
| 30D | -14.4% | +11.0% | -25.4% | -17.4% |
| 3M | +16.6% | -14.1% | +30.7% | +19.7% |
| 6M | -0.6% | -22.4% | +21.8% | +5.0% |
| YTD | -20.0% | -37.5% | +17.5% | -9.8% |
| 1Y | -11.2% | -46.9% | +35.7% | +5.2% |
| 3Y | +99.5% | +22.1% | +77.4% | +66.5% |
| All | -12.8% | +30.5% | -43.3% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling