+1,129.0%
ABBV vs YUM
+289.4%
+839.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.6% |
| 7D | -4.1% | -3.6% | -0.6% | -3.1% |
| 30D | +1.2% | +0.4% | +0.8% | +0.9% |
| 3M | +12.1% | -3.8% | +15.9% | +13.1% |
| 6M | +12.0% | -8.3% | +20.3% | +14.5% |
| YTD | +12.4% | -2.6% | +15.1% | +12.6% |
| 1Y | +22.9% | +1.5% | +21.4% | +21.4% |
| 3Y | +86.8% | +21.6% | +65.2% | +73.5% |
| 5Y | +181.0% | +23.5% | +157.5% | +157.0% |
| 10Y | +497.0% | +178.9% | +318.0% | +317.8% |
| All | +1,129.0% | +289.4% | +839.6% | +687.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling