+73.0%
VIAV vs YUM
+4,000.0%
-3,927.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +4.6% |
| 7D | +11.2% | -6.1% | +17.2% | +14.3% |
| 30D | -10.1% | -5.8% | -4.3% | -8.0% |
| 3M | -22.9% | -7.6% | -15.2% | -20.9% |
| 6M | +28.8% | -9.1% | +37.9% | +32.6% |
| YTD | +117.5% | -5.5% | +123.0% | +118.6% |
| 1Y | +216.1% | -3.7% | +219.8% | +212.5% |
| 3Y | +292.2% | +17.8% | +274.4% | +246.9% |
| 5Y | +141.0% | +19.3% | +121.7% | +109.9% |
| 10Y | +414.6% | +170.7% | +243.9% | +190.4% |
| All | +73.0% | +4,000.0% | -3,927.0% | -68.8% |
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