+3,907.0%
YUM vs EXEL
+268.9%
+3,638.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.5% |
| 7D | -3.6% | -0.3% | -3.2% | -3.5% |
| 30D | +0.4% | +10.1% | -9.8% | -0.6% |
| 3M | -3.8% | +10.1% | -13.9% | -4.8% |
| 6M | -8.3% | +37.7% | -46.0% | -11.4% |
| YTD | -2.6% | +33.1% | -35.7% | -5.7% |
| 1Y | +1.5% | +52.4% | -50.9% | -3.2% |
| 3Y | +21.6% | +163.8% | -142.2% | +8.5% |
| 5Y | +23.5% | +198.5% | -175.0% | +8.0% |
| 10Y | +178.9% | +386.9% | -207.9% | +119.9% |
| All | +3,907.0% | +268.9% | +3,638.2% | +2,235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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