-53.1%
FISV vs YUM
+19.0%
-72.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +6.3% |
| 7D | -2.7% | -6.1% | +3.4% | 0.0% |
| 30D | 0.0% | -5.8% | +5.9% | +2.6% |
| 3M | -2.8% | -7.6% | +4.8% | +0.3% |
| 6M | -11.8% | -9.1% | -2.7% | -8.5% |
| YTD | -23.2% | -5.5% | -17.7% | -22.2% |
| 1Y | -62.0% | -3.7% | -58.3% | -61.8% |
| 3Y | -57.6% | +17.8% | -75.4% | -62.5% |
| All | -53.1% | +19.0% | -72.1% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling