+147.3%
IBM vs SBUX
+146.3%
+1.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.6% | +1.6% | 0.0% | +1.1% |
| 30D | +9.2% | +14.8% | -5.6% | +4.7% |
| 3M | +4.9% | -0.8% | +5.7% | +4.9% |
| 6M | +16.8% | +2.2% | +14.5% | +15.4% |
| YTD | -14.3% | +29.5% | -43.7% | -21.8% |
| 1Y | -16.7% | +27.0% | -43.7% | -23.7% |
| 3Y | +82.2% | +10.9% | +71.3% | +69.7% |
| 5Y | +149.9% | +7.4% | +142.5% | +130.8% |
| All | +147.3% | +146.3% | +1.0% | +56.9% |
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 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