0.0%
SHOP vs AMGN
+57.8%
-57.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.5% |
| 7D | -5.1% | +1.1% | -6.2% | -5.1% |
| 30D | +0.6% | +7.8% | -7.2% | +0.4% |
| 3M | +25.0% | +27.3% | -2.2% | +26.3% |
| 6M | +11.9% | +16.8% | -4.9% | +13.3% |
| YTD | -9.9% | +36.3% | -46.2% | -10.1% |
| 1Y | 0.0% | +60.4% | -60.5% | -5.0% |
| All | 0.0% | +57.8% | -57.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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