-9.3%
SHOP vs BIIB
-35.6%
+26.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.8% | -3.8% | -6.2% |
| 7D | -4.1% | -1.6% | -2.5% | -3.5% |
| 30D | -11.5% | +2.2% | -13.7% | -12.2% |
| 3M | +21.1% | +10.3% | +10.7% | +16.1% |
| 6M | +3.0% | +14.9% | -12.0% | -3.5% |
| YTD | -16.7% | +20.7% | -37.4% | -24.5% |
| 1Y | -8.3% | +50.3% | -58.6% | -24.7% |
| 3Y | +112.8% | -18.0% | +130.8% | +125.9% |
| 5Y | -9.3% | -33.9% | +24.7% | -5.9% |
| All | -9.3% | -35.6% | +26.4% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling