-14.7%
SHOP vs BSX
-5.1%
-9.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +2.5% |
| 7D | -13.2% | -8.2% | -5.0% | -8.4% |
| 30D | -17.0% | -15.8% | -1.2% | -7.9% |
| 3M | +17.0% | -10.8% | +27.8% | +24.2% |
| 6M | -2.1% | -38.4% | +36.3% | +32.0% |
| YTD | -21.4% | -54.8% | +33.4% | +32.8% |
| 1Y | -11.0% | -59.0% | +48.1% | +63.4% |
| 3Y | +100.9% | -20.0% | +120.9% | +82.2% |
| 5Y | -14.7% | -3.1% | -11.6% | -41.5% |
| All | -14.7% | -5.1% | -9.6% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling