+7,358.2%
SHOP vs REGN
+60.6%
+7,297.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.3% |
| 7D | -10.6% | -5.2% | -5.4% | -8.9% |
| 30D | -18.3% | +0.1% | -18.4% | -18.4% |
| 3M | +14.8% | +31.2% | -16.4% | +3.9% |
| 6M | -5.0% | +3.6% | -8.6% | -7.0% |
| YTD | -21.2% | +5.0% | -26.3% | -23.8% |
| 1Y | -11.6% | +45.9% | -57.5% | -25.3% |
| 3Y | +101.2% | -1.9% | +103.1% | +93.9% |
| 5Y | -15.7% | +26.2% | -41.9% | -28.3% |
| 10Y | +2,989.4% | +112.1% | +2,877.4% | +1,991.7% |
| All | +7,358.2% | +60.6% | +7,297.6% | +5,612.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling