+17.8%
YUM vs FIVN
-55.2%
+73.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.1% |
| 7D | -6.1% | -7.8% | +1.8% | -5.9% |
| 30D | -5.8% | -1.7% | -4.1% | -5.8% |
| 3M | -7.6% | +47.2% | -54.8% | -8.7% |
| 6M | -9.1% | +82.7% | -91.9% | -11.0% |
| YTD | -5.5% | +52.9% | -58.4% | -6.9% |
| 1Y | -3.7% | +17.5% | -21.2% | -4.0% |
| 3Y | +17.8% | -55.8% | +73.6% | +18.0% |
| All | +17.8% | -55.2% | +73.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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