+348.4%
FIS vs YUM
+2,611.9%
-2,263.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | -3.5% | -1.7% | -1.8% | -2.7% |
| 30D | -7.8% | -0.8% | -7.0% | -7.6% |
| 3M | +0.8% | +1.5% | -0.6% | -0.1% |
| 6M | -21.9% | -6.1% | -15.8% | -20.1% |
| YTD | -39.5% | -0.2% | -39.3% | -39.8% |
| 1Y | -41.0% | +2.5% | -43.5% | -42.1% |
| 3Y | -23.6% | +24.6% | -48.2% | -31.9% |
| 5Y | -65.6% | +25.7% | -91.3% | -69.7% |
| 10Y | -40.2% | +179.7% | -219.9% | -62.5% |
| All | +348.4% | +2,611.9% | -2,263.5% | +24.2% |
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 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