+1,237.3%
ENTG vs YUM
+3,802.4%
-2,565.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.8% |
| 7D | +8.9% | -3.6% | +12.5% | +11.2% |
| 30D | -0.8% | +0.4% | -1.2% | -1.5% |
| 3M | +6.6% | -3.8% | +10.3% | +7.1% |
| 6M | +22.1% | -8.3% | +30.4% | +25.8% |
| YTD | +70.2% | -2.6% | +72.8% | +68.5% |
| 1Y | +76.7% | +1.5% | +75.2% | +68.9% |
| 3Y | +50.5% | +21.6% | +28.9% | +27.4% |
| 5Y | +21.8% | +23.5% | -1.7% | +3.6% |
| 10Y | +811.7% | +178.9% | +632.8% | +358.9% |
| All | +1,237.3% | +3,802.4% | -2,565.1% | +114.4% |
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