-11.2%
SHOP vs BSX
-59.2%
+48.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -11.2% | -10.1% | -1.2% | -10.2% |
| 30D | -14.4% | -16.4% | +2.0% | -12.8% |
| 3M | +16.6% | -8.9% | +25.5% | +17.4% |
| 6M | -0.6% | -38.3% | +37.7% | +3.3% |
| YTD | -20.0% | -54.9% | +34.9% | -14.7% |
| 1Y | -11.2% | -58.8% | +47.6% | -9.7% |
| All | -11.2% | -59.2% | +48.0% | -9.7% |
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