+681.4%
NFLX vs YUM
+171.3%
+510.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.6% |
| 7D | -1.1% | -6.1% | +5.0% | +1.1% |
| 30D | +4.3% | -5.8% | +10.1% | +6.4% |
| 3M | -4.8% | -7.6% | +2.9% | -2.3% |
| 6M | -18.4% | -9.1% | -9.3% | -16.1% |
| YTD | -17.4% | -5.5% | -11.9% | -16.4% |
| 1Y | -35.7% | -3.7% | -32.0% | -35.6% |
| 3Y | +73.8% | +17.8% | +56.0% | +58.3% |
| 5Y | +29.3% | +19.3% | +10.0% | +16.3% |
| All | +681.4% | +171.3% | +510.1% | +460.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling