+603.7%
ABBV vs USFD
+368.6%
+235.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.2% |
| 7D | +1.5% | +3.9% | -2.4% | +0.9% |
| 30D | +6.7% | +12.8% | -6.1% | +4.8% |
| 3M | +19.9% | +1.0% | +19.0% | +19.6% |
| 6M | +47.5% | +30.3% | +17.2% | +41.6% |
| YTD | +32.2% | +46.0% | -13.8% | +24.6% |
| 1Y | +37.8% | +49.6% | -11.8% | +29.3% |
| 3Y | +134.8% | +166.3% | -31.5% | +101.6% |
| 5Y | +203.0% | +208.4% | -5.4% | +150.6% |
| 10Y | +603.7% | +371.2% | +232.5% | +428.7% |
| All | +603.7% | +368.6% | +235.1% | +428.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling