+9,092.0%
QCOM vs YUM
+4,537.5%
+4,554.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +13.0% | -4.1% | +17.1% | +14.7% |
| 30D | +0.2% | +8.4% | -8.2% | -3.1% |
| 3M | +9.2% | +6.5% | +2.7% | +5.9% |
| 6M | -15.0% | +5.3% | -20.3% | -18.0% |
| YTD | +5.2% | +6.9% | -1.7% | +0.2% |
| 1Y | +2.4% | +8.7% | -6.4% | -3.3% |
| 3Y | +52.0% | +34.1% | +17.9% | +30.1% |
| 5Y | +19.7% | +39.9% | -20.2% | +1.3% |
| 10Y | +246.9% | +213.6% | +33.3% | +111.6% |
| All | +9,092.0% | +4,537.5% | +4,554.4% | +1,937.0% |
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