+38.9%
QCOM vs YUM
+22.4%
+16.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.3% |
| 7D | +4.4% | -3.6% | +7.9% | +5.8% |
| 30D | +9.4% | +0.4% | +9.0% | +8.8% |
| 3M | -13.7% | -3.8% | -9.9% | -13.2% |
| 6M | +28.9% | -8.3% | +37.2% | +31.9% |
| YTD | +4.7% | -2.6% | +7.4% | +3.1% |
| 1Y | +13.5% | +1.5% | +12.0% | +8.1% |
| 3Y | +77.1% | +21.6% | +55.5% | +43.3% |
| 5Y | +38.9% | +23.5% | +15.4% | +5.5% |
| All | +38.9% | +22.4% | +16.5% | +5.5% |
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 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