+165.5%
YUM vs DGX
+255.3%
-89.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | -6.1% | -0.9% | -5.2% | -5.8% |
| 30D | -5.8% | -1.2% | -4.7% | -5.5% |
| 3M | -7.6% | +15.8% | -23.4% | -12.6% |
| 6M | -9.1% | +18.2% | -27.3% | -14.9% |
| YTD | -5.5% | +37.2% | -42.7% | -16.5% |
| 1Y | -3.7% | +30.4% | -34.1% | -13.4% |
| 3Y | +17.8% | +96.7% | -78.9% | -10.7% |
| 5Y | +19.3% | +67.2% | -47.9% | -5.2% |
| All | +165.5% | +255.3% | -89.8% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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