+1,791.0%
JNJ vs YUM
+4,000.0%
-2,209.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -3.5% | -6.1% | +2.6% | -2.2% |
| 30D | +2.3% | -5.8% | +8.1% | +3.5% |
| 3M | +12.0% | -7.6% | +19.6% | +13.7% |
| 6M | +10.5% | -9.1% | +19.6% | +12.4% |
| YTD | +30.4% | -5.5% | +35.9% | +31.5% |
| 1Y | +52.1% | -3.7% | +55.8% | +52.6% |
| 3Y | +77.8% | +17.8% | +60.0% | +69.9% |
| 5Y | +82.9% | +19.3% | +63.6% | +73.2% |
| 10Y | +194.8% | +170.7% | +24.1% | +132.2% |
| All | +1,791.0% | +4,000.0% | -2,209.0% | +807.2% |
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