+2.0%
FISV vs YUM
+171.3%
-169.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +6.5% |
| 7D | -2.7% | -6.1% | +3.4% | +0.6% |
| 30D | 0.0% | -5.8% | +5.9% | +3.2% |
| 3M | -2.8% | -7.6% | +4.8% | +0.9% |
| 6M | -11.8% | -9.1% | -2.7% | -7.8% |
| YTD | -23.2% | -5.5% | -17.7% | -21.9% |
| 1Y | -62.0% | -3.7% | -58.3% | -61.7% |
| 3Y | -57.6% | +17.8% | -75.4% | -62.9% |
| 5Y | -53.4% | +19.3% | -72.7% | -60.0% |
| All | +2.0% | +171.3% | -169.3% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling