+2,945.6%
SHOP vs BIIB
-28.4%
+2,974.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.2% |
| 7D | -10.6% | -5.4% | -5.3% | -9.3% |
| 30D | -18.3% | +1.7% | -20.0% | -18.6% |
| 3M | +14.8% | +5.8% | +9.0% | +12.7% |
| 6M | -5.0% | +11.9% | -17.0% | -8.7% |
| YTD | -21.2% | +19.7% | -41.0% | -26.2% |
| 1Y | -11.6% | +46.7% | -58.4% | -22.0% |
| 3Y | +101.2% | -18.6% | +119.9% | +106.2% |
| 5Y | -15.7% | -29.8% | +14.1% | -12.0% |
| All | +2,945.6% | -28.4% | +2,974.0% | +2,941.9% |
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