+7,296.6%
NVO vs YUM
+4,000.0%
+3,296.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | -7.6% | -6.1% | -1.5% | -6.4% |
| 30D | -6.0% | -5.8% | -0.1% | -4.8% |
| 3M | -0.8% | -7.6% | +6.9% | +0.7% |
| 6M | +16.5% | -9.1% | +25.6% | +18.5% |
| YTD | -11.1% | -5.5% | -5.6% | -10.6% |
| 1Y | -16.7% | -3.7% | -13.0% | -16.7% |
| 3Y | -52.9% | +17.8% | -70.7% | -55.0% |
| 5Y | -3.0% | +19.3% | -22.2% | -7.7% |
| 10Y | +147.1% | +170.7% | -23.7% | +96.9% |
| All | +7,296.6% | +4,000.0% | +3,296.6% | +4,073.8% |
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