+38.6%
GILD vs YUM
+10.4%
+28.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.2% |
| 7D | -2.2% | +3.7% | -5.9% | -3.0% |
| 30D | +13.6% | +14.8% | -1.2% | +11.0% |
| 3M | +28.3% | +6.4% | +21.9% | +26.7% |
| 6M | +23.9% | +4.3% | +19.6% | +23.1% |
| YTD | +38.4% | +8.1% | +30.3% | +35.9% |
| 1Y | +38.6% | +11.3% | +27.3% | +34.0% |
| All | +38.6% | +10.4% | +28.2% | +34.0% |
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