-11.2%
SHOP vs BMRN
-30.6%
+19.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -1.2% | +2.1% | -3.4% | -2.3% |
| 30D | -14.7% | +3.8% | -18.5% | -16.3% |
| 3M | -7.2% | -16.5% | +9.3% | +1.5% |
| 6M | +54.2% | +6.9% | +47.3% | +47.3% |
| YTD | -8.6% | -3.7% | -4.9% | -7.8% |
| 1Y | +0.5% | +5.6% | -5.0% | -4.4% |
| 3Y | +135.9% | -31.4% | +167.3% | +169.9% |
| All | -11.2% | -30.6% | +19.4% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling