-6.4%
SBUX vs JBL
+390.6%
-397.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.1% |
| 7D | -6.2% | -1.0% | -5.2% | -6.0% |
| 30D | -6.4% | -15.1% | +8.6% | -2.6% |
| 3M | +1.0% | -14.0% | +15.1% | +4.1% |
| 6M | -0.4% | +20.6% | -21.0% | -7.9% |
| YTD | +20.0% | +32.9% | -12.9% | +7.3% |
| 1Y | +22.8% | +40.5% | -17.8% | +7.0% |
| 3Y | +12.3% | +183.7% | -171.5% | -27.2% |
| 5Y | -6.4% | +388.3% | -394.7% | -56.6% |
| All | -6.4% | +390.6% | -397.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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