+8,434.7%
SHOP vs BSX
+164.1%
+8,270.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.6% |
| 7D | -5.1% | +2.0% | -7.2% | -6.4% |
| 30D | +0.6% | +0.1% | +0.5% | 0.0% |
| 3M | +25.0% | -2.1% | +27.2% | +25.1% |
| 6M | +11.9% | -33.8% | +45.7% | +39.7% |
| YTD | -9.9% | -49.9% | +40.0% | +31.6% |
| 1Y | 0.0% | -55.4% | +55.4% | +57.0% |
| 3Y | +117.5% | -10.9% | +128.3% | +115.3% |
| 5Y | -6.6% | +6.4% | -13.1% | -17.1% |
| 10Y | +3,320.3% | +97.0% | +3,223.3% | +2,042.1% |
| All | +8,434.7% | +164.1% | +8,270.6% | +4,351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling