+17.8%
YUM vs BNS
+130.5%
-112.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -6.1% | -0.4% | -5.7% | -6.0% |
| 30D | -5.8% | +3.5% | -9.3% | -6.6% |
| 3M | -7.6% | +14.1% | -21.7% | -10.7% |
| 6M | -9.1% | +33.8% | -42.9% | -15.7% |
| YTD | -5.5% | +29.5% | -35.0% | -11.9% |
| 1Y | -3.7% | +48.4% | -52.1% | -13.7% |
| 3Y | +17.8% | +129.6% | -111.8% | -7.9% |
| All | +17.8% | +130.5% | -112.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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