+8,656.1%
QCOM vs YUM
+4,264.3%
+4,391.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +3.3% | -2.0% | +5.4% | +4.2% |
| 30D | +7.7% | -1.1% | +8.8% | +7.9% |
| 3M | -30.1% | +1.8% | -31.8% | -31.3% |
| 6M | +22.8% | -4.7% | +27.6% | +23.4% |
| YTD | +0.2% | +0.6% | -0.4% | -1.8% |
| 1Y | +7.9% | +6.4% | +1.5% | +2.8% |
| 3Y | +55.8% | +22.6% | +33.2% | +38.8% |
| 5Y | +30.1% | +26.0% | +4.1% | +15.2% |
| 10Y | +248.9% | +174.6% | +74.3% | +124.7% |
| All | +8,656.1% | +4,264.3% | +4,391.7% | +1,896.1% |
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