+1,258.5%
FISV vs YUM
+4,087.9%
-2,829.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -7.2% | -5.2% | -2.0% | -5.3% |
| 30D | -7.2% | -0.1% | -7.1% | -7.3% |
| 3M | -8.2% | -4.3% | -3.9% | -6.9% |
| 6M | -17.7% | -8.7% | -9.0% | -15.1% |
| YTD | -27.2% | -3.5% | -23.7% | -26.7% |
| 1Y | -63.0% | +0.5% | -63.4% | -63.3% |
| 3Y | -59.8% | +20.5% | -80.3% | -63.2% |
| 5Y | -55.8% | +21.8% | -77.6% | -59.8% |
| 10Y | -2.4% | +176.5% | -178.9% | -34.6% |
| All | +1,258.5% | +4,087.9% | -2,829.4% | +287.5% |
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