+56.2%
EMR vs YUM
+20.4%
+35.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -1.2% | -5.2% | +4.0% | +0.2% |
| 30D | -9.4% | -0.1% | -9.3% | -9.6% |
| 3M | +8.6% | -4.3% | +12.9% | +9.4% |
| 6M | +6.7% | -8.7% | +15.4% | +9.1% |
| YTD | +13.1% | -3.5% | +16.6% | +12.9% |
| 1Y | +12.7% | +0.5% | +12.3% | +10.7% |
| All | +56.2% | +20.4% | +35.8% | +37.9% |
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 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