+228.4%
UNH vs YUM
+171.3%
+57.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.5% |
| 7D | -4.5% | -6.1% | +1.5% | -1.9% |
| 30D | -6.5% | -5.8% | -0.7% | -4.2% |
| 3M | -6.0% | -7.6% | +1.6% | -3.2% |
| 6M | +33.7% | -9.1% | +42.8% | +38.2% |
| YTD | +16.4% | -5.5% | +21.9% | +17.7% |
| 1Y | +10.1% | -3.7% | +13.8% | +10.1% |
| 3Y | -16.3% | +17.8% | -34.1% | -25.5% |
| 5Y | +2.1% | +19.3% | -17.2% | -11.0% |
| All | +228.4% | +171.3% | +57.1% | +95.2% |
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