-4.9%
SHOP vs AMGN
+64.6%
-69.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.7% | +3.6% | +6.7% |
| 7D | -9.0% | +5.9% | -14.9% | -9.8% |
| 30D | -4.4% | +18.7% | -23.2% | -6.8% |
| 3M | +24.1% | +23.4% | +0.7% | +22.1% |
| 6M | +20.0% | +49.7% | -29.8% | +23.4% |
| YTD | -4.9% | +49.2% | -54.1% | -4.4% |
| 1Y | -4.9% | +65.7% | -70.7% | -7.9% |
| All | -4.9% | +64.6% | -69.5% | -7.9% |
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