+21,775.7%
ISRG vs YUM
+4,678.6%
+17,097.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | +5.6% | +10.0% | -4.4% | +1.4% |
| 3M | +10.5% | +7.5% | +3.1% | +6.8% |
| 6M | +2.6% | +8.8% | -6.2% | -1.5% |
| YTD | -21.7% | +8.2% | -29.9% | -25.1% |
| 1Y | -21.6% | +9.8% | -31.4% | -25.5% |
| 3Y | +57.0% | +36.4% | +20.6% | +33.6% |
| 5Y | +25.0% | +41.7% | -16.7% | +5.2% |
| 10Y | +542.1% | +217.5% | +324.6% | +288.2% |
| All | +21,775.7% | +4,678.6% | +17,097.1% | +8,296.8% |
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