+1,015.5%
FCX vs SBUX
+11,438.5%
-10,423.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -4.9% | -3.1% | -1.7% | -3.9% |
| 30D | +4.8% | -0.9% | +5.7% | +5.1% |
| 3M | +4.6% | +11.6% | -7.0% | +0.6% |
| 6M | +10.8% | +8.8% | +2.0% | +7.1% |
| YTD | +44.2% | +26.3% | +17.9% | +32.6% |
| 1Y | +59.6% | +23.1% | +36.4% | +47.5% |
| 3Y | +82.2% | +15.0% | +67.3% | +68.1% |
| 5Y | +115.6% | +0.4% | +115.3% | +106.3% |
| 10Y | +670.6% | +130.7% | +539.9% | +482.8% |
| All | +1,015.5% | +11,438.5% | -10,423.0% | +322.7% |
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