+360.7%
BMY vs YUM
+4,000.0%
-3,639.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -4.8% | -6.1% | +1.3% | -3.3% |
| 30D | -0.1% | -5.8% | +5.7% | +1.3% |
| 3M | +13.1% | -7.6% | +20.7% | +15.0% |
| 6M | +8.4% | -9.1% | +17.6% | +10.6% |
| YTD | +22.0% | -5.5% | +27.5% | +23.2% |
| 1Y | +40.3% | -3.7% | +44.0% | +40.8% |
| 3Y | +20.5% | +17.8% | +2.7% | +14.3% |
| 5Y | +23.7% | +19.3% | +4.5% | +16.0% |
| 10Y | +62.6% | +170.7% | -108.1% | +22.2% |
| All | +360.7% | +4,000.0% | -3,639.3% | +88.4% |
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 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