-0.5%
UNH vs YUM
+19.0%
-19.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.8% |
| 7D | -4.5% | -6.1% | +1.5% | -2.9% |
| 30D | -6.5% | -5.8% | -0.7% | -5.0% |
| 3M | -6.0% | -7.6% | +1.6% | -4.2% |
| 6M | +33.7% | -9.1% | +42.8% | +36.6% |
| YTD | +16.4% | -5.5% | +21.9% | +17.1% |
| 1Y | +10.1% | -3.7% | +13.8% | +10.0% |
| 3Y | -16.3% | +17.8% | -34.1% | -22.7% |
| All | -0.5% | +19.0% | -19.5% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling