+8,552.4%
SHOP vs BIIB
-35.8%
+8,588.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -1.2% | +2.0% | -3.3% | -1.8% |
| 30D | -14.7% | +8.8% | -23.6% | -16.7% |
| 3M | -7.2% | +20.3% | -27.5% | -11.7% |
| 6M | +54.2% | +23.9% | +30.3% | +44.5% |
| YTD | -8.6% | +44.0% | -52.6% | -18.8% |
| 1Y | +0.5% | +53.8% | -53.3% | -12.3% |
| 3Y | +135.9% | +13.8% | +122.1% | +120.2% |
| 5Y | -11.9% | -6.3% | -5.6% | -14.3% |
| 10Y | +3,608.8% | -20.6% | +3,629.4% | +3,371.8% |
| All | +8,552.4% | -35.8% | +8,588.1% | +8,247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling