-42.8%
INTU vs YUM
+21.6%
-64.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -9.2% | -5.2% | -4.0% | -6.6% |
| 30D | -7.0% | -0.1% | -6.9% | -7.0% |
| 3M | +10.5% | -4.3% | +14.8% | +12.6% |
| 6M | -30.6% | -8.7% | -21.9% | -27.9% |
| YTD | -52.3% | -3.5% | -48.8% | -52.5% |
| 1Y | -51.8% | +0.5% | -52.3% | -53.5% |
| 3Y | -41.8% | +20.5% | -62.4% | -53.5% |
| 5Y | -42.8% | +21.8% | -64.6% | -55.4% |
| All | -42.8% | +21.6% | -64.4% | -55.4% |
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