+2,993.7%
SHOP vs BMRN
-29.6%
+3,023.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | -11.2% | -1.3% | -10.0% | -10.6% |
| 30D | -14.4% | -6.5% | -7.9% | -11.7% |
| 3M | +16.6% | +18.3% | -1.7% | +7.3% |
| 6M | -0.6% | +8.9% | -9.4% | -5.1% |
| YTD | -20.0% | +10.5% | -30.5% | -24.4% |
| 1Y | -11.2% | +17.5% | -28.7% | -19.4% |
| 3Y | +99.5% | -27.7% | +127.2% | +119.9% |
| 5Y | -13.2% | -15.8% | +2.6% | -11.2% |
| All | +2,993.7% | -29.6% | +3,023.3% | +3,103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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