+0.5%
SHOP vs AMGN
+41.6%
-41.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.2% | +1.1% | -2.4% | -1.4% |
| 30D | -14.7% | +9.3% | -24.0% | -15.6% |
| 3M | -7.2% | +12.1% | -19.3% | -8.3% |
| 6M | +54.2% | +40.3% | +13.9% | +60.8% |
| YTD | -8.6% | +45.2% | -53.8% | -4.6% |
| 1Y | +0.5% | +42.4% | -41.9% | +6.4% |
| All | +0.5% | +41.6% | -41.1% | +6.4% |
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