+51.8%
FTNT vs YUM
+15.9%
+35.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +3.2% |
| 7D | -25.7% | +10.8% | -36.4% | -22.4% |
| 30D | -29.7% | +21.4% | -51.1% | -24.8% |
| 3M | -23.1% | +13.2% | -36.3% | -19.6% |
| 6M | +45.0% | +8.8% | +36.2% | +50.1% |
| YTD | +62.9% | +11.5% | +51.4% | +66.3% |
| 1Y | +51.8% | +13.4% | +38.5% | +53.9% |
| All | +51.8% | +15.9% | +35.9% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling