-6.7%
SBUX vs BIDU
-44.1%
+37.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -5.5% | -8.1% | +2.6% | -4.3% |
| 30D | -8.5% | -12.8% | +4.4% | -6.7% |
| 3M | -2.9% | -21.3% | +18.4% | +0.2% |
| 6M | -1.5% | -27.0% | +25.4% | +2.1% |
| YTD | +19.4% | -30.0% | +49.4% | +24.1% |
| 1Y | +22.9% | -18.3% | +41.2% | +23.2% |
| 3Y | +11.3% | -33.8% | +45.1% | +13.1% |
| All | -6.7% | -44.1% | +37.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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