+167.6%
SYK vs YUM
+177.1%
-9.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -12.3% | -5.2% | -7.1% | -9.5% |
| 30D | -22.4% | -0.1% | -22.4% | -22.6% |
| 3M | -12.3% | -4.3% | -8.1% | -10.6% |
| 6M | -24.3% | -8.7% | -15.6% | -20.7% |
| YTD | -22.8% | -3.5% | -19.3% | -22.0% |
| 1Y | -28.8% | +0.5% | -29.2% | -30.1% |
| 3Y | -4.0% | +20.5% | -24.5% | -18.1% |
| 5Y | +3.8% | +21.8% | -18.0% | -13.0% |
| All | +167.6% | +177.1% | -9.5% | +45.2% |
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