+2,294.9%
IBM vs SBUX
+45,558.7%
-43,263.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +10.1% | +19.1% | -9.0% | +6.0% |
| 3M | +4.8% | +3.6% | +1.2% | +3.8% |
| 6M | +12.6% | +5.1% | +7.5% | +11.0% |
| YTD | -13.9% | +32.9% | -46.8% | -19.6% |
| 1Y | -18.7% | +30.4% | -49.1% | -23.9% |
| 3Y | +81.9% | +13.0% | +68.9% | +71.9% |
| 5Y | +148.3% | +10.5% | +137.8% | +132.2% |
| 10Y | +143.6% | +152.8% | -9.1% | +89.6% |
| All | +2,294.9% | +45,558.7% | -43,263.8% | +782.6% |
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