-14.7%
SHOP vs BDX
-3.5%
-11.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.6% |
| 7D | -13.2% | -5.4% | -7.8% | -11.3% |
| 30D | -17.0% | -2.2% | -14.9% | -16.4% |
| 3M | +17.0% | +20.1% | -3.1% | +9.1% |
| 6M | -2.1% | +9.1% | -11.2% | -5.5% |
| YTD | -21.4% | +17.9% | -39.2% | -26.4% |
| 1Y | -11.0% | +22.1% | -33.0% | -17.8% |
| 3Y | +100.9% | -10.5% | +111.5% | +106.2% |
| 5Y | -14.7% | -2.6% | -12.1% | -15.0% |
| All | -14.7% | -3.5% | -11.2% | -15.0% |
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