+2,683.7%
VRTX vs YUM
+4,229.6%
-1,545.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | -3.4% | -1.7% | -1.8% | -2.9% |
| 30D | +6.6% | -0.8% | +7.4% | +6.6% |
| 3M | +19.4% | +1.5% | +17.9% | +18.4% |
| 6M | +15.8% | -6.1% | +21.9% | +17.6% |
| YTD | +16.7% | -0.2% | +16.9% | +15.8% |
| 1Y | +33.8% | +2.5% | +31.3% | +31.3% |
| 3Y | +54.2% | +24.6% | +29.6% | +40.9% |
| 5Y | +176.4% | +25.7% | +150.7% | +150.3% |
| 10Y | +443.5% | +179.7% | +263.8% | +266.3% |
| All | +2,683.7% | +4,229.6% | -1,545.9% | +671.1% |
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