-4.9%
SHOP vs BSX
-53.7%
+48.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.3% | +2.0% | +6.4% |
| 7D | -9.0% | +8.0% | -17.0% | -10.1% |
| 30D | -4.4% | +8.1% | -12.5% | -5.7% |
| 3M | +24.1% | -6.7% | +30.8% | +24.5% |
| 6M | +20.0% | -19.4% | +39.4% | +21.3% |
| YTD | -4.9% | -51.9% | +47.0% | +0.6% |
| 1Y | -4.9% | -53.6% | +48.7% | -0.1% |
| All | -4.9% | -53.7% | +48.8% | -0.1% |
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