+39,971.8%
SBUX vs IDXX
+39,777.5%
+194.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.5% | -5.7% | +0.2% | -4.3% |
| 30D | -8.5% | -11.5% | +3.1% | -6.1% |
| 3M | -2.9% | -9.5% | +6.6% | -1.0% |
| 6M | -1.5% | -16.0% | +14.4% | +1.7% |
| YTD | +19.4% | -25.4% | +44.8% | +26.3% |
| 1Y | +22.9% | -21.8% | +44.7% | +28.4% |
| 3Y | +11.3% | +7.0% | +4.3% | +7.1% |
| 5Y | -6.9% | -26.0% | +19.1% | -4.9% |
| 10Y | +125.4% | +358.9% | -233.6% | +61.5% |
| All | +39,971.8% | +39,777.5% | +194.3% | +15,710.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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