0.0%
SHOP vs BSX
-55.6%
+55.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.7% |
| 7D | -5.1% | +2.0% | -7.2% | -5.3% |
| 30D | +0.6% | +0.1% | +0.5% | +0.6% |
| 3M | +25.0% | -2.1% | +27.2% | +24.9% |
| 6M | +11.9% | -33.8% | +45.7% | +15.1% |
| YTD | -9.9% | -49.9% | +40.0% | -5.1% |
| 1Y | 0.0% | -55.4% | +55.4% | -6.2% |
| All | 0.0% | -55.6% | +55.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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