+7,788.2%
SHOP vs BDX
+97.3%
+7,690.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.1% | -4.5% | -6.0% |
| 7D | -4.1% | -4.3% | +0.2% | -1.8% |
| 30D | -11.5% | +1.3% | -12.8% | -12.1% |
| 3M | +21.1% | +20.2% | +0.8% | +10.0% |
| 6M | +3.0% | +8.6% | -5.6% | -1.3% |
| YTD | -16.7% | +19.0% | -35.7% | -24.2% |
| 1Y | -8.3% | +21.2% | -29.5% | -17.5% |
| 3Y | +112.8% | -9.7% | +122.5% | +118.0% |
| 5Y | -9.3% | -3.4% | -5.9% | -12.6% |
| 10Y | +3,003.4% | +53.9% | +2,949.6% | +1,949.3% |
| All | +7,788.2% | +97.3% | +7,690.9% | +4,399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling