-21.6%
INSM vs YUM
+3,929.9%
-3,951.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.5% |
| 7D | +2.5% | -6.1% | +8.5% | +4.9% |
| 30D | -2.2% | -5.8% | +3.7% | -0.2% |
| 3M | +33.8% | -7.6% | +41.4% | +36.9% |
| 6M | -7.2% | -9.1% | +2.0% | -4.7% |
| YTD | -25.6% | -5.5% | -20.1% | -25.0% |
| 1Y | -11.2% | -3.7% | -7.5% | -11.7% |
| 3Y | +388.3% | +17.8% | +370.5% | +339.0% |
| 5Y | +376.6% | +19.3% | +357.4% | +327.3% |
| 10Y | +881.9% | +170.7% | +711.2% | +534.6% |
| All | -21.6% | +3,929.9% | -3,951.4% | -75.7% |
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