+873.9%
IBM vs YUM
+4,229.6%
-3,355.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.3% | -1.7% | +2.0% | +0.8% |
| 30D | -1.5% | -0.8% | -0.7% | -1.4% |
| 3M | -16.8% | +1.5% | -18.2% | -17.1% |
| 6M | -9.0% | -6.1% | -2.9% | -7.6% |
| YTD | -20.1% | -0.2% | -19.8% | -20.4% |
| 1Y | -7.0% | +2.5% | -9.5% | -8.4% |
| 3Y | +72.4% | +24.6% | +47.8% | +59.2% |
| 5Y | +112.0% | +25.7% | +86.3% | +93.8% |
| 10Y | +131.6% | +179.7% | -48.1% | +67.8% |
| All | +873.9% | +4,229.6% | -3,355.7% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling