+45.8%
YUM vs BBIO
+136.7%
-90.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -3.2% | -2.9% | -5.9% |
| 30D | -5.8% | -13.6% | +7.8% | -5.2% |
| 3M | -7.6% | +7.2% | -14.9% | -8.0% |
| 6M | -9.1% | +1.5% | -10.6% | -9.4% |
| YTD | -5.5% | -5.3% | -0.2% | -5.7% |
| 1Y | -3.7% | +37.7% | -41.4% | -5.7% |
| 3Y | +17.8% | +153.9% | -136.1% | +10.3% |
| 5Y | +19.3% | +43.9% | -24.6% | +5.9% |
| All | +45.8% | +136.7% | -90.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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