+3,947.2%
YUM vs TEVA
+605.3%
+3,341.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.4% |
| 7D | -6.1% | +2.0% | -8.1% | -6.3% |
| 30D | -5.8% | +1.0% | -6.8% | -6.0% |
| 3M | -7.6% | +7.3% | -14.9% | -8.7% |
| 6M | -9.1% | +21.7% | -30.9% | -12.0% |
| YTD | -5.5% | +18.8% | -24.4% | -8.2% |
| 1Y | -3.7% | +86.5% | -90.2% | -12.6% |
| 3Y | +17.8% | +269.4% | -251.6% | -5.5% |
| 5Y | +19.3% | +303.6% | -284.3% | -8.1% |
| 10Y | +170.7% | -22.9% | +193.6% | +149.6% |
| All | +3,947.2% | +605.3% | +3,341.9% | +2,315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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