+3,772.8%
SHOP vs BIIB
-21.7%
+3,794.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +2.1% | +2.7% | -0.6% | +1.4% |
| 30D | -16.8% | +9.4% | -26.3% | -18.9% |
| 3M | -2.4% | +19.9% | -22.3% | -7.0% |
| 6M | +47.0% | +25.6% | +21.4% | +37.4% |
| YTD | -8.8% | +42.3% | -51.1% | -18.5% |
| 1Y | -6.3% | +55.1% | -61.4% | -18.3% |
| 3Y | +139.3% | +11.4% | +127.9% | +124.9% |
| 5Y | -12.1% | -7.4% | -4.7% | -14.3% |
| All | +3,772.8% | -21.7% | +3,794.5% | +3,596.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling