-10.8%
SHOP vs BMY
+23.2%
-34.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.2% | -4.4% | -7.3% |
| 7D | -4.1% | -3.3% | -0.8% | -3.8% |
| 30D | -11.5% | 0.0% | -11.5% | -11.5% |
| 3M | +21.1% | +17.7% | +3.3% | +19.0% |
| 6M | +3.0% | +9.6% | -6.6% | +1.9% |
| YTD | -16.7% | +24.0% | -40.7% | -19.0% |
| 1Y | -8.3% | +45.1% | -53.4% | -12.8% |
| 3Y | +112.8% | +22.5% | +90.3% | +108.3% |
| All | -10.8% | +23.2% | -34.0% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling