+142.4%
GILD vs YUM
+19.0%
+123.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -4.8% | -6.1% | +1.2% | -3.1% |
| 30D | +5.8% | -5.8% | +11.6% | +7.5% |
| 3M | +14.9% | -7.6% | +22.6% | +17.3% |
| 6M | -0.4% | -9.1% | +8.8% | +2.1% |
| YTD | +18.5% | -5.5% | +24.1% | +19.6% |
| 1Y | +25.1% | -3.7% | +28.8% | +25.3% |
| 3Y | +105.9% | +17.8% | +88.1% | +90.4% |
| All | +142.4% | +19.0% | +123.5% | +115.2% |
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