+11.3%
SBUX vs DGX
+96.4%
-85.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -5.5% | -0.9% | -4.6% | -5.3% |
| 30D | -8.5% | -1.2% | -7.3% | -8.3% |
| 3M | -2.9% | +15.8% | -18.7% | -5.8% |
| 6M | -1.5% | +18.2% | -19.7% | -4.9% |
| YTD | +19.4% | +37.2% | -17.8% | +11.0% |
| 1Y | +22.9% | +30.4% | -7.4% | +15.6% |
| 3Y | +11.3% | +96.7% | -85.4% | -2.6% |
| All | +11.3% | +96.4% | -85.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling