+134.6%
FCX vs SBUX
-4.5%
+139.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +3.1% | -6.3% | +9.4% | +5.8% |
| 30D | +8.1% | -3.9% | +12.0% | +9.7% |
| 3M | +18.9% | +3.3% | +15.6% | +16.9% |
| 6M | +26.6% | +1.4% | +25.2% | +24.6% |
| YTD | +51.2% | +21.0% | +30.2% | +37.8% |
| 1Y | +75.6% | +22.4% | +53.1% | +58.4% |
| 3Y | +101.7% | +13.2% | +88.5% | +85.1% |
| 5Y | +134.6% | -5.2% | +139.8% | +111.9% |
| All | +134.6% | -4.5% | +139.2% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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