+889.8%
NVDA vs YUM
+19.0%
+870.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.1% |
| 7D | -5.1% | -6.1% | +0.9% | -2.0% |
| 30D | -2.5% | -5.8% | +3.3% | +0.2% |
| 3M | +6.7% | -7.6% | +14.3% | +10.1% |
| 6M | +17.6% | -9.1% | +26.8% | +21.9% |
| YTD | +17.3% | -5.5% | +22.8% | +17.8% |
| 1Y | +23.5% | -3.7% | +27.2% | +20.8% |
| 3Y | +384.6% | +17.8% | +366.8% | +267.4% |
| All | +889.8% | +19.0% | +870.8% | +612.8% |
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 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