+20.5%
BMY vs YUM
+17.9%
+2.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -4.8% | -6.1% | +1.3% | -3.4% |
| 30D | -0.1% | -5.8% | +5.7% | +1.2% |
| 3M | +13.1% | -7.6% | +20.7% | +14.9% |
| 6M | +8.4% | -9.1% | +17.6% | +10.5% |
| YTD | +22.0% | -5.5% | +27.5% | +23.1% |
| 1Y | +40.3% | -3.7% | +44.0% | +41.1% |
| 3Y | +20.5% | +17.8% | +2.7% | +14.0% |
| All | +20.5% | +17.9% | +2.6% | +14.0% |
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