-3.1%
NVO vs YUM
+19.0%
-22.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -7.6% | -6.1% | -1.5% | -5.7% |
| 30D | -6.0% | -5.8% | -0.1% | -4.2% |
| 3M | -0.8% | -7.6% | +6.9% | +1.5% |
| 6M | +16.5% | -9.1% | +25.6% | +19.5% |
| YTD | -11.1% | -5.5% | -5.6% | -10.7% |
| 1Y | -16.7% | -3.7% | -13.0% | -17.1% |
| 3Y | -52.9% | +17.8% | -70.7% | -57.3% |
| All | -3.1% | +19.0% | -22.1% | -11.6% |
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