-12.8%
SHOP vs REGN
+21.2%
-34.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -11.2% | -5.6% | -5.6% | -9.6% |
| 30D | -14.4% | -2.0% | -12.4% | -13.9% |
| 3M | +16.6% | +28.0% | -11.4% | +7.4% |
| 6M | -0.6% | +1.2% | -1.7% | -1.5% |
| YTD | -20.0% | +1.6% | -21.6% | -21.4% |
| 1Y | -11.2% | +38.2% | -49.4% | -23.1% |
| 3Y | +99.5% | -5.4% | +104.8% | +97.4% |
| All | -12.8% | +21.2% | -34.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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