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  • FCX vs YUM✓SelectedUSD · YUMFCX vs YUM performance historyLatest closeAs of-0.51%09/09
Stock and ETF performance explorer

FCX vs YUM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+885.2%
YUM return
+4,124.8%
Excess return
-3,239.6%
Maximum drawdown
-92.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioYUMExcessAlpha
1D-0.5%-2.4%+1.9%+0.6%
7D+3.1%-3.6%+6.7%+4.7%
30D+8.1%+0.4%+7.7%+7.8%
3M+18.9%-3.8%+22.7%+20.3%
6M+26.6%-8.3%+34.9%+30.3%
YTD+51.2%-2.6%+53.8%+51.0%
1Y+75.6%+1.5%+74.0%+71.0%
3Y+101.7%+21.6%+80.1%+79.6%
5Y+134.6%+23.5%+111.1%+108.1%
10Y+724.2%+178.9%+545.2%+432.7%
All+885.2%+4,124.8%-3,239.6%+284.0%

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