+48.4%
VRTX vs YUM
+17.9%
+30.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | -5.6% | -6.1% | +0.4% | -3.9% |
| 30D | -2.0% | -5.8% | +3.9% | -0.4% |
| 3M | +15.8% | -7.6% | +23.4% | +18.2% |
| 6M | +4.7% | -9.1% | +13.8% | +7.2% |
| YTD | +13.7% | -5.5% | +19.2% | +14.5% |
| 1Y | +29.7% | -3.7% | +33.4% | +29.6% |
| 3Y | +48.4% | +17.8% | +30.6% | +38.9% |
| All | +48.4% | +17.9% | +30.6% | +38.9% |
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 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