+69.4%
EMR vs YUM
+19.0%
+50.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.4% |
| 7D | -0.4% | -6.1% | +5.6% | +2.1% |
| 30D | -6.8% | -5.8% | -0.9% | -4.7% |
| 3M | +7.5% | -7.6% | +15.1% | +10.2% |
| 6M | +9.9% | -9.1% | +19.0% | +13.3% |
| YTD | +16.0% | -5.5% | +21.5% | +16.9% |
| 1Y | +12.4% | -3.7% | +16.2% | +11.9% |
| 3Y | +60.2% | +17.8% | +42.4% | +40.2% |
| All | +69.4% | +19.0% | +50.5% | +43.7% |
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 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