+12.8%
SBUX vs EMR
+60.1%
-47.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -6.3% | +0.9% | -7.2% | -6.5% |
| 30D | -3.9% | -5.0% | +1.1% | -2.3% |
| 3M | +3.3% | +5.9% | -2.6% | +0.9% |
| 6M | +1.4% | +7.3% | -5.9% | -1.9% |
| YTD | +21.0% | +14.6% | +6.4% | +13.4% |
| 1Y | +22.4% | +15.6% | +6.8% | +13.7% |
| All | +12.8% | +60.1% | -47.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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