0.0%
SHOP vs EXEL
+59.2%
-59.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -5.1% | +8.4% | -13.5% | -5.1% |
| 30D | +0.6% | +4.1% | -3.5% | +0.6% |
| 3M | +25.0% | +12.4% | +12.6% | +25.2% |
| 6M | +11.9% | +41.5% | -29.6% | +11.9% |
| YTD | -9.9% | +34.6% | -44.5% | -10.0% |
| 1Y | 0.0% | +57.9% | -57.9% | -4.5% |
| All | 0.0% | +59.2% | -59.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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