+116.3%
IBM vs YUM
+21.6%
+94.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -0.3% | -5.2% | +4.9% | +1.0% |
| 30D | -1.8% | -0.1% | -1.8% | -2.1% |
| 3M | -13.5% | -4.3% | -9.2% | -12.3% |
| 6M | -5.1% | -8.7% | +3.6% | -2.9% |
| YTD | -19.4% | -3.5% | -15.9% | -19.0% |
| 1Y | -6.5% | +0.5% | -7.0% | -7.4% |
| 3Y | +73.8% | +20.5% | +53.3% | +62.1% |
| 5Y | +116.3% | +21.8% | +94.5% | +96.5% |
| All | +116.3% | +21.6% | +94.7% | +96.5% |
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 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