+144.5%
IBM vs SBUX
+125.1%
+19.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +4.0% |
| 7D | +3.6% | -6.3% | +9.8% | +5.6% |
| 30D | +1.5% | -3.9% | +5.4% | +2.6% |
| 3M | -12.9% | +3.3% | -16.2% | -13.8% |
| 6M | -3.9% | +1.4% | -5.3% | -5.1% |
| YTD | -17.3% | +21.0% | -38.3% | -22.9% |
| 1Y | -5.0% | +22.4% | -27.4% | -12.1% |
| 3Y | +78.2% | +13.2% | +65.0% | +63.4% |
| 5Y | +120.6% | -5.2% | +125.8% | +113.3% |
| 10Y | +144.5% | +128.3% | +16.1% | +60.5% |
| All | +144.5% | +125.1% | +19.4% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling