-15.7%
SHOP vs AMGN
+107.3%
-123.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.4% |
| 7D | -10.6% | -11.6% | +1.0% | -9.3% |
| 30D | -18.3% | -5.7% | -12.6% | -17.6% |
| 3M | +14.8% | +14.2% | +0.6% | +14.1% |
| 6M | -5.0% | +5.2% | -10.2% | -4.9% |
| YTD | -21.2% | +22.0% | -43.2% | -22.7% |
| 1Y | -11.6% | +43.6% | -55.2% | -15.2% |
| 3Y | +101.2% | +65.0% | +36.2% | +73.5% |
| 5Y | -15.7% | +112.0% | -127.8% | -36.2% |
| All | -15.7% | +107.3% | -123.0% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling