+24.8%
ZM vs YUM
-7.7%
+32.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -0.7% |
| 7D | +0.3% | -3.6% | +3.9% | -0.3% |
| 30D | -10.3% | +0.4% | -10.7% | -10.1% |
| 3M | -0.7% | -3.8% | +3.1% | -1.6% |
| 6M | +24.8% | -8.3% | +33.1% | +25.6% |
| All | +24.8% | -7.7% | +32.5% | +25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling