+91.3%
ABBV vs YUM
+17.9%
+73.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | +0.3% | -6.1% | +6.3% | +2.0% |
| 30D | +3.4% | -5.8% | +9.2% | +5.0% |
| 3M | +15.2% | -7.6% | +22.8% | +17.6% |
| 6M | +14.7% | -9.1% | +23.8% | +17.5% |
| YTD | +15.2% | -5.5% | +20.7% | +16.3% |
| 1Y | +20.4% | -3.7% | +24.1% | +20.6% |
| 3Y | +91.3% | +17.8% | +73.5% | +84.6% |
| All | +91.3% | +17.9% | +73.5% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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