+9.2%
DXCM vs YUM
-2.1%
+11.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -5.5% | -6.1% | +0.5% | -5.1% |
| 30D | -8.6% | -5.8% | -2.7% | -8.1% |
| 3M | +10.3% | -7.6% | +18.0% | +11.0% |
| 6M | +25.2% | -9.1% | +34.4% | +26.2% |
| YTD | +25.1% | -5.5% | +30.6% | +24.3% |
| 1Y | +9.2% | -3.7% | +13.0% | +4.7% |
| All | +9.2% | -2.1% | +11.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling