+123.9%
SBUX vs BDX
+59.3%
+64.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -5.5% | -3.2% | -2.3% | -4.5% |
| 30D | -8.5% | -2.5% | -5.9% | -7.7% |
| 3M | -2.9% | +21.4% | -24.3% | -9.4% |
| 6M | -1.5% | +10.4% | -11.9% | -5.3% |
| YTD | +19.4% | +18.8% | +0.5% | +11.6% |
| 1Y | +22.9% | +21.7% | +1.3% | +13.8% |
| 3Y | +11.3% | -10.0% | +21.2% | +12.8% |
| 5Y | -6.9% | -1.8% | -5.0% | -9.4% |
| All | +123.9% | +59.3% | +64.6% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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