+2,993.7%
SHOP vs BSX
+83.9%
+2,909.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -11.2% | -10.1% | -1.2% | -5.2% |
| 30D | -14.4% | -16.4% | +2.0% | -4.8% |
| 3M | +16.6% | -8.9% | +25.5% | +21.9% |
| 6M | -0.6% | -38.3% | +37.7% | +30.7% |
| YTD | -20.0% | -54.9% | +34.9% | +27.3% |
| 1Y | -11.2% | -58.8% | +47.6% | +49.7% |
| 3Y | +99.5% | -21.2% | +120.7% | +111.3% |
| 5Y | -13.2% | -3.3% | -9.9% | -19.9% |
| All | +2,993.7% | +83.9% | +2,909.8% | +1,737.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling