+82.7%
JNJ vs SBUX
-4.5%
+87.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.6% |
| 7D | -3.0% | -6.3% | +3.3% | -2.5% |
| 30D | +2.5% | -3.9% | +6.4% | +2.8% |
| 3M | +13.2% | +3.3% | +10.0% | +13.0% |
| 6M | +11.3% | +1.4% | +9.8% | +11.1% |
| YTD | +31.1% | +21.0% | +10.2% | +29.3% |
| 1Y | +54.3% | +22.4% | +31.9% | +52.0% |
| 3Y | +81.1% | +13.2% | +67.9% | +78.9% |
| 5Y | +82.7% | -5.2% | +87.9% | +80.3% |
| All | +82.7% | -4.5% | +87.3% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling