-11.2%
SHOP vs BDX
+27.1%
-38.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -1.2% | +2.9% | -4.1% | -2.3% |
| 30D | -14.7% | +15.4% | -30.2% | -19.6% |
| 3M | -7.2% | +20.5% | -27.7% | -14.0% |
| 6M | +54.2% | +53.2% | +1.0% | +29.9% |
| YTD | -8.6% | +45.7% | -54.3% | -21.7% |
| 1Y | +0.5% | +47.3% | -46.7% | -14.3% |
| 3Y | +135.9% | +25.1% | +110.9% | +109.7% |
| All | -11.2% | +27.1% | -38.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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