+3,781.0%
SHOP vs BMY
+59.8%
+3,721.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -1.2% | +2.1% | -3.3% | -1.8% |
| 30D | -14.7% | +7.0% | -21.7% | -16.4% |
| 3M | -7.2% | -0.9% | -6.3% | -7.2% |
| 6M | +54.2% | +14.9% | +39.3% | +46.5% |
| YTD | -8.6% | +22.8% | -31.4% | -15.6% |
| 1Y | +0.5% | +36.2% | -35.7% | -10.6% |
| 3Y | +135.9% | +45.7% | +90.3% | +96.8% |
| 5Y | -11.9% | +31.3% | -43.2% | -24.7% |
| All | +3,781.0% | +59.8% | +3,721.2% | +2,856.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling