+8,434.7%
SHOP vs BMY
+43.0%
+8,391.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | 0.0% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | +0.6% | +5.0% | -4.4% | -0.9% |
| 3M | +25.0% | +19.4% | +5.6% | +17.9% |
| 6M | +11.9% | +9.5% | +2.4% | +8.0% |
| YTD | -9.9% | +28.1% | -37.9% | -17.6% |
| 1Y | 0.0% | +50.0% | -50.0% | -13.7% |
| 3Y | +117.5% | +24.1% | +93.4% | +96.2% |
| 5Y | -6.6% | +25.0% | -31.6% | -17.3% |
| 10Y | +3,320.3% | +68.7% | +3,251.7% | +2,506.1% |
| All | +8,434.7% | +43.0% | +8,391.8% | +6,354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling