+39,971.8%
SBUX vs BRO
+17,370.2%
+22,601.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -5.5% | -7.3% | +1.8% | -3.1% |
| 30D | -8.5% | -6.9% | -1.6% | -6.4% |
| 3M | -2.9% | +10.7% | -13.6% | -6.5% |
| 6M | -1.5% | -2.7% | +1.2% | -1.6% |
| YTD | +19.4% | -16.3% | +35.7% | +25.0% |
| 1Y | +22.9% | -29.1% | +52.0% | +35.4% |
| 3Y | +11.3% | -7.8% | +19.1% | +10.7% |
| 5Y | -6.9% | +18.7% | -25.6% | -15.6% |
| 10Y | +125.4% | +291.9% | -166.5% | +42.2% |
| All | +39,971.8% | +17,370.2% | +22,601.6% | +13,907.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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