-2.8%
BSX vs YUM
+19.0%
-21.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | -10.1% | -6.1% | -4.0% | -8.1% |
| 30D | -16.4% | -5.8% | -10.6% | -14.8% |
| 3M | -8.9% | -7.6% | -1.3% | -6.7% |
| 6M | -38.3% | -9.1% | -29.1% | -36.4% |
| YTD | -54.9% | -5.5% | -49.4% | -54.4% |
| 1Y | -58.8% | -3.7% | -55.1% | -58.8% |
| 3Y | -21.2% | +17.8% | -39.0% | -29.5% |
| All | -2.8% | +19.0% | -21.8% | -16.5% |
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