+236.8%
YUM vs FIVN
+280.5%
-43.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.2% | -11.3% | +6.1% | -4.3% |
| 30D | -0.1% | -7.3% | +7.2% | +0.4% |
| 3M | -4.3% | +41.7% | -46.0% | -7.4% |
| 6M | -8.7% | +78.3% | -87.0% | -14.0% |
| YTD | -3.5% | +50.9% | -54.4% | -8.2% |
| 1Y | +0.5% | +19.7% | -19.2% | -2.7% |
| 3Y | +20.5% | -55.7% | +76.3% | +25.3% |
| 5Y | +21.8% | -82.6% | +104.4% | +34.3% |
| 10Y | +176.5% | +113.6% | +62.9% | +137.6% |
| All | +236.8% | +280.5% | -43.7% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling