+272.2%
QCOM vs YUM
+177.1%
+95.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +4.9% | -5.2% | +10.1% | +7.4% |
| 30D | +9.3% | -0.1% | +9.4% | +9.0% |
| 3M | -7.0% | -4.3% | -2.7% | -6.2% |
| 6M | +32.0% | -8.7% | +40.7% | +35.4% |
| YTD | +5.0% | -3.5% | +8.5% | +4.2% |
| 1Y | +13.6% | +0.5% | +13.1% | +9.5% |
| 3Y | +77.6% | +20.5% | +57.1% | +52.2% |
| 5Y | +38.2% | +21.8% | +16.4% | +17.4% |
| All | +272.2% | +177.1% | +95.1% | +114.5% |
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