-5.2%
SBUX vs EMR
+60.6%
-65.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -6.3% | +0.9% | -7.2% | -6.6% |
| 30D | -3.9% | -5.0% | +1.1% | -1.9% |
| 3M | +3.3% | +5.9% | -2.6% | +0.3% |
| 6M | +1.4% | +7.3% | -5.9% | -2.7% |
| YTD | +21.0% | +14.6% | +6.4% | +11.9% |
| 1Y | +22.4% | +15.6% | +6.8% | +12.0% |
| 3Y | +13.2% | +60.2% | -46.9% | -13.6% |
| 5Y | -5.2% | +65.8% | -71.0% | -32.1% |
| All | -5.2% | +60.6% | -65.8% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling