+9.6%
ZM vs YUM
+15.9%
-6.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | +0.8% |
| 7D | -8.4% | +10.8% | -19.2% | -7.2% |
| 30D | -1.9% | +21.4% | -23.3% | +0.6% |
| 3M | -10.1% | +13.2% | -23.2% | -8.6% |
| 6M | -13.9% | +8.8% | -22.7% | -12.7% |
| YTD | +6.4% | +11.5% | -5.1% | +6.3% |
| 1Y | +9.6% | +13.4% | -3.8% | +8.9% |
| All | +9.6% | +15.9% | -6.4% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 1y: compounded portfolio wealth divided by compounded YUM 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…
1y analysis · Full analysis span regression · 6 months rolling