+55.7%
ZTS vs YUM
+171.3%
-115.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +1.2% |
| 7D | -3.7% | -6.1% | +2.3% | -0.8% |
| 30D | -0.8% | -5.8% | +5.1% | +2.1% |
| 3M | -9.7% | -7.6% | -2.1% | -6.8% |
| 6M | -38.4% | -9.1% | -29.2% | -35.9% |
| YTD | -41.1% | -5.5% | -35.6% | -40.1% |
| 1Y | -50.6% | -3.7% | -46.9% | -50.7% |
| 3Y | -59.1% | +17.8% | -76.9% | -64.1% |
| 5Y | -62.7% | +19.3% | -82.0% | -67.7% |
| All | +55.7% | +171.3% | -115.6% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling