+2,941.1%
SHOP vs BMY
+64.0%
+2,877.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -13.2% | -6.4% | -6.8% | -11.5% |
| 30D | -17.0% | +0.2% | -17.3% | -17.1% |
| 3M | +17.0% | +16.0% | +1.1% | +11.5% |
| 6M | -2.1% | +8.3% | -10.5% | -5.1% |
| YTD | -21.4% | +22.2% | -43.5% | -26.9% |
| 1Y | -11.0% | +41.7% | -52.7% | -21.5% |
| 3Y | +100.9% | +20.7% | +80.2% | +83.3% |
| 5Y | -14.7% | +23.9% | -38.6% | -24.4% |
| All | +2,941.1% | +64.0% | +2,877.1% | +2,329.0% |
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