-11.2%
SHOP vs BMY
+40.8%
-52.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -11.2% | -4.8% | -6.5% | -11.6% |
| 30D | -14.4% | -0.1% | -14.3% | -14.2% |
| 3M | +16.6% | +13.1% | +3.5% | +17.7% |
| 6M | -0.6% | +8.4% | -9.0% | -0.2% |
| YTD | -20.0% | +22.0% | -42.0% | -19.7% |
| 1Y | -11.2% | +40.3% | -51.5% | -9.2% |
| All | -11.2% | +40.8% | -52.0% | -9.2% |
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