-17.1%
AZN vs YUM
-10.4%
-6.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | -1.6% | -6.1% | +4.5% | +0.7% |
| 30D | +1.1% | -5.8% | +6.9% | +3.2% |
| 3M | -12.1% | -7.6% | -4.5% | -9.1% |
| 6M | -17.1% | -9.1% | -8.0% | -13.9% |
| All | -17.1% | -10.4% | -6.8% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling