+4,373.8%
SBUX vs BB
+258.8%
+4,115.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.1% | -5.6% | +2.5% | -2.5% |
| 30D | -0.9% | -11.8% | +10.9% | +0.4% |
| 3M | +11.6% | -25.5% | +37.1% | +14.2% |
| 6M | +8.8% | +121.3% | -112.5% | -2.7% |
| YTD | +26.3% | +103.2% | -76.9% | +14.1% |
| 1Y | +23.1% | +102.6% | -79.5% | +10.7% |
| 3Y | +15.0% | +37.5% | -22.5% | +4.2% |
| 5Y | +0.4% | -30.4% | +30.8% | -4.1% |
| 10Y | +130.7% | 0.0% | +130.7% | +87.3% |
| All | +4,373.8% | +258.8% | +4,115.0% | +2,308.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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