+24.1%
ABBV vs USFD
+34.2%
-10.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +0.4% | -3.0% | +3.4% | +0.8% |
| 30D | +4.2% | +3.5% | +0.6% | +3.6% |
| 3M | +14.8% | +26.6% | -11.7% | +11.7% |
| 6M | +10.3% | +11.7% | -1.4% | +8.6% |
| YTD | +14.9% | +38.1% | -23.2% | +14.5% |
| 1Y | +24.1% | +33.4% | -9.2% | +26.3% |
| All | +24.1% | +34.2% | -10.1% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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