-16.3%
UNH vs YUM
+17.9%
-34.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -4.5% | -6.1% | +1.5% | -3.4% |
| 30D | -6.5% | -5.8% | -0.7% | -5.5% |
| 3M | -6.0% | -7.6% | +1.6% | -4.8% |
| 6M | +33.7% | -9.1% | +42.8% | +35.6% |
| YTD | +16.4% | -5.5% | +21.9% | +16.8% |
| 1Y | +10.1% | -3.7% | +13.8% | +9.9% |
| 3Y | -16.3% | +17.8% | -34.1% | -17.6% |
| All | -16.3% | +17.9% | -34.2% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling