-4.9%
SHOP vs BMY
+45.9%
-50.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +7.7% |
| 7D | -9.0% | +6.0% | -15.0% | -8.5% |
| 30D | -4.4% | +9.1% | -13.6% | -3.4% |
| 3M | +24.1% | -2.6% | +26.7% | +24.2% |
| 6M | +20.0% | +13.1% | +6.8% | +21.0% |
| YTD | -4.9% | +23.0% | -28.0% | -5.7% |
| 1Y | -4.9% | +45.6% | -50.5% | -9.8% |
| All | -4.9% | +45.9% | -50.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 1y: compounded portfolio wealth divided by compounded BMY 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…
1y analysis · Full analysis span regression · 6 months rolling