+36.5%
EQIX vs YUM
+19.0%
+17.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.3% |
| 7D | +0.2% | -6.1% | +6.2% | +2.9% |
| 30D | -2.5% | -5.8% | +3.3% | -0.1% |
| 3M | 0.0% | -7.6% | +7.6% | +2.9% |
| 6M | +7.6% | -9.1% | +16.8% | +11.3% |
| YTD | +37.5% | -5.5% | +43.0% | +39.4% |
| 1Y | +32.9% | -3.7% | +36.6% | +32.9% |
| 3Y | +42.8% | +17.8% | +25.0% | +22.7% |
| All | +36.5% | +19.0% | +17.6% | +11.2% |
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