+6,690.1%
SBUX vs DGX
+8,631.6%
-1,941.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -6.2% | -3.5% | -2.8% | -5.3% |
| 30D | -6.4% | -2.7% | -3.8% | -5.7% |
| 3M | +1.0% | +13.9% | -12.8% | -2.9% |
| 6M | -0.4% | +16.0% | -16.4% | -4.9% |
| YTD | +20.0% | +34.9% | -15.0% | +9.3% |
| 1Y | +22.8% | +30.6% | -7.8% | +12.7% |
| 3Y | +12.3% | +93.0% | -80.7% | -8.9% |
| 5Y | -6.4% | +64.4% | -70.8% | -21.0% |
| 10Y | +126.5% | +248.1% | -121.6% | +51.4% |
| All | +6,690.1% | +8,631.6% | -1,941.5% | +2,408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling