+7,475.7%
UNH vs YUM
+4,087.9%
+3,387.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.2% | -5.2% | +2.0% | -1.6% |
| 30D | -3.5% | -0.1% | -3.4% | -3.5% |
| 3M | -4.2% | -4.3% | +0.1% | -3.2% |
| 6M | +38.3% | -8.7% | +47.0% | +41.5% |
| YTD | +19.2% | -3.5% | +22.7% | +19.6% |
| 1Y | +15.0% | +0.5% | +14.5% | +13.7% |
| 3Y | -14.5% | +20.5% | -35.0% | -20.9% |
| 5Y | +4.6% | +21.8% | -17.2% | -4.1% |
| 10Y | +241.1% | +176.5% | +64.6% | +143.1% |
| All | +7,475.7% | +4,087.9% | +3,387.8% | +2,966.9% |
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