+827.0%
FCX vs SBUX
+12,043.8%
-11,216.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | -2.4% | +4.9% | -7.3% | -3.8% |
| 30D | -18.0% | +21.2% | -39.1% | -23.0% |
| 3M | -14.3% | +5.7% | -19.9% | -16.0% |
| 6M | -1.7% | +6.0% | -7.7% | -4.2% |
| YTD | +19.8% | +32.9% | -13.1% | +8.2% |
| 1Y | +48.6% | +33.3% | +15.4% | +33.8% |
| 3Y | +85.8% | +13.0% | +72.8% | +72.1% |
| 5Y | +72.2% | +8.8% | +63.4% | +60.5% |
| 10Y | +386.3% | +154.6% | +231.7% | +256.4% |
| All | +827.0% | +12,043.8% | -11,216.8% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling