+92.9%
FTNT vs YUM
-2.1%
+95.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -2.4% |
| 7D | -0.1% | -6.1% | +5.9% | -2.2% |
| 30D | -3.0% | -5.8% | +2.9% | -4.8% |
| 3M | +7.6% | -7.6% | +15.2% | +5.1% |
| 6M | +87.0% | -9.1% | +96.1% | +81.9% |
| YTD | +96.5% | -5.5% | +102.1% | +91.3% |
| 1Y | +92.9% | -3.7% | +96.7% | +92.5% |
| All | +92.9% | -2.1% | +95.1% | +92.5% |
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 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