+152.5%
JPM vs SBUX
-4.5%
+157.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.9% |
| 7D | -0.4% | -6.3% | +5.8% | +1.4% |
| 30D | -1.4% | -3.9% | +2.4% | -0.4% |
| 3M | +13.9% | +3.3% | +10.7% | +12.6% |
| 6M | +23.5% | +1.4% | +22.1% | +22.3% |
| YTD | +11.6% | +21.0% | -9.3% | +4.8% |
| 1Y | +21.4% | +22.4% | -1.0% | +13.1% |
| 3Y | +163.4% | +13.2% | +150.2% | +147.0% |
| 5Y | +152.5% | -5.2% | +157.7% | +145.8% |
| All | +152.5% | -4.5% | +157.1% | +145.8% |
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