+4,173.9%
YUM vs EIX
+471.0%
+3,702.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -1.7% |
| 7D | -1.7% | +0.9% | -2.6% | -1.9% |
| 30D | -0.8% | -13.5% | +12.7% | +1.1% |
| 3M | +1.5% | -15.3% | +16.7% | +3.8% |
| 6M | -6.1% | -15.3% | +9.2% | -4.0% |
| YTD | -0.2% | +2.7% | -3.0% | -2.1% |
| 1Y | +2.5% | +17.4% | -15.0% | -2.3% |
| 3Y | +24.6% | -1.3% | +25.9% | +21.5% |
| 5Y | +25.7% | +27.2% | -1.5% | +15.6% |
| 10Y | +179.7% | +22.7% | +157.0% | +152.3% |
| All | +4,173.9% | +471.0% | +3,702.9% | +2,914.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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