+3,947.2%
YUM vs BAX
+184.0%
+3,763.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -6.1% | -7.9% | +1.8% | -4.0% |
| 30D | -5.8% | -11.7% | +5.8% | -2.7% |
| 3M | -7.6% | +16.2% | -23.8% | -11.9% |
| 6M | -9.1% | +32.0% | -41.1% | -16.6% |
| YTD | -5.5% | +24.7% | -30.2% | -13.0% |
| 1Y | -3.7% | -2.6% | -1.1% | -5.6% |
| 3Y | +17.8% | -35.0% | +52.8% | +25.4% |
| 5Y | +19.3% | -67.6% | +86.8% | +52.9% |
| 10Y | +170.7% | -38.4% | +209.1% | +177.7% |
| All | +3,947.2% | +184.0% | +3,763.1% | +2,327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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