+15.5%
SBUX vs EXEL
+160.6%
-145.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.1% |
| 7D | -3.9% | +1.4% | -5.3% | -4.0% |
| 30D | -2.8% | +6.7% | -9.5% | -3.5% |
| 3M | +8.2% | +11.5% | -3.3% | +6.8% |
| 6M | +4.3% | +38.8% | -34.5% | +0.4% |
| YTD | +23.3% | +31.6% | -8.2% | +19.3% |
| 1Y | +24.3% | +53.0% | -28.7% | +18.3% |
| 3Y | +15.5% | +160.8% | -145.4% | +5.4% |
| All | +15.5% | +160.6% | -145.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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