+115.6%
ASML vs YUM
+26.6%
+89.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | +6.0% | -1.7% | +7.6% | +6.8% |
| 30D | +1.4% | -0.8% | +2.2% | +1.4% |
| 3M | +1.0% | +1.5% | -0.4% | -1.2% |
| 6M | +37.0% | -6.1% | +43.1% | +39.9% |
| YTD | +65.8% | -0.2% | +66.0% | +62.5% |
| 1Y | +123.1% | +2.5% | +120.6% | +112.7% |
| 3Y | +188.2% | +24.6% | +163.6% | +122.6% |
| 5Y | +115.6% | +25.7% | +89.9% | +61.3% |
| All | +115.6% | +26.6% | +89.0% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling