+1,054.8%
EMR vs YUM
+4,124.8%
-3,070.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.3% |
| 7D | +0.9% | -3.6% | +4.5% | +2.3% |
| 30D | -5.0% | +0.4% | -5.3% | -5.3% |
| 3M | +5.9% | -3.8% | +9.7% | +6.9% |
| 6M | +7.3% | -8.3% | +15.6% | +10.1% |
| YTD | +14.6% | -2.6% | +17.2% | +14.6% |
| 1Y | +15.6% | +1.5% | +14.1% | +13.4% |
| 3Y | +60.2% | +21.6% | +38.6% | +45.4% |
| 5Y | +65.8% | +23.5% | +42.3% | +49.2% |
| 10Y | +277.4% | +178.9% | +98.4% | +153.8% |
| All | +1,054.8% | +4,124.8% | -3,070.0% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling