+237.5%
EQIX vs YUM
+3,964.6%
-3,727.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.2% |
| 7D | +0.2% | -6.1% | +6.2% | +2.8% |
| 30D | -2.5% | -5.8% | +3.3% | -0.2% |
| 3M | 0.0% | -7.6% | +7.6% | +2.8% |
| 6M | +7.6% | -9.1% | +16.8% | +11.2% |
| YTD | +37.5% | -5.5% | +43.0% | +39.6% |
| 1Y | +32.9% | -3.7% | +36.6% | +33.3% |
| 3Y | +42.8% | +17.8% | +25.0% | +29.4% |
| 5Y | +35.8% | +19.3% | +16.6% | +22.4% |
| 10Y | +247.0% | +170.7% | +76.3% | +112.7% |
| All | +237.5% | +3,964.6% | -3,727.1% | -17.5% |
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