+57.7%
AZN vs YUM
+19.0%
+38.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | -1.6% | -6.1% | +4.5% | +0.6% |
| 30D | +1.1% | -5.8% | +6.9% | +3.1% |
| 3M | -12.1% | -7.6% | -4.5% | -9.8% |
| 6M | -17.1% | -9.1% | -8.0% | -14.5% |
| YTD | -12.0% | -5.5% | -6.5% | -10.5% |
| 1Y | -0.2% | -3.7% | +3.5% | +0.6% |
| 3Y | +26.8% | +17.8% | +9.0% | +18.8% |
| All | +57.7% | +19.0% | +38.7% | +41.4% |
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