+7.7%
ISRG vs YUM
+19.0%
-11.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.5% |
| 7D | +0.7% | -6.1% | +6.7% | +3.9% |
| 30D | -8.0% | -5.8% | -2.2% | -5.4% |
| 3M | -10.6% | -7.6% | -3.0% | -7.3% |
| 6M | -25.1% | -9.1% | -16.0% | -21.9% |
| YTD | -34.8% | -5.5% | -29.3% | -34.0% |
| 1Y | -19.0% | -3.7% | -15.3% | -19.4% |
| 3Y | +22.1% | +17.8% | +4.3% | +1.6% |
| All | +7.7% | +19.0% | -11.2% | -13.4% |
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