+885.2%
FCX vs YUM
+4,124.8%
-3,239.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 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