-38.5%
DXCM vs YUM
+19.0%
-57.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.6% |
| 7D | -5.5% | -6.1% | +0.5% | -2.4% |
| 30D | -8.6% | -5.8% | -2.7% | -5.7% |
| 3M | +10.3% | -7.6% | +18.0% | +14.1% |
| 6M | +25.2% | -9.1% | +34.4% | +30.4% |
| YTD | +25.1% | -5.5% | +30.6% | +26.1% |
| 1Y | +9.2% | -3.7% | +13.0% | +8.1% |
| 3Y | -22.6% | +17.8% | -40.4% | -38.5% |
| All | -38.5% | +19.0% | -57.5% | -53.9% |
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 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