-5.0%
SHOP vs REGN
+6.6%
-11.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.4% |
| 7D | -10.6% | -5.2% | -5.4% | -10.0% |
| 30D | -18.3% | +0.1% | -18.4% | -18.2% |
| 3M | +14.8% | +31.2% | -16.4% | +11.3% |
| 6M | -5.0% | +3.6% | -8.6% | +1.2% |
| All | -5.0% | +6.6% | -11.6% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling