+165.5%
YUM vs BDX
+59.3%
+106.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -6.1% | -3.2% | -2.9% | -5.2% |
| 30D | -5.8% | -2.5% | -3.3% | -5.2% |
| 3M | -7.6% | +21.4% | -29.0% | -12.9% |
| 6M | -9.1% | +10.4% | -19.6% | -12.1% |
| YTD | -5.5% | +18.8% | -24.4% | -10.6% |
| 1Y | -3.7% | +21.7% | -25.4% | -9.6% |
| 3Y | +17.8% | -10.0% | +27.7% | +18.8% |
| 5Y | +19.3% | -1.8% | +21.1% | +15.8% |
| All | +165.5% | +59.3% | +106.2% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling