+485.4%
ABBV vs USFD
+322.5%
+162.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -4.3% | -3.3% | -1.0% | -3.8% |
| 30D | +1.1% | -5.3% | +6.4% | +1.9% |
| 3M | +12.3% | +18.8% | -6.5% | +9.5% |
| 6M | +9.8% | +14.3% | -4.5% | +7.5% |
| YTD | +11.5% | +36.9% | -25.4% | +6.1% |
| 1Y | +22.3% | +31.7% | -9.4% | +16.9% |
| 3Y | +85.2% | +164.5% | -79.3% | +59.1% |
| 5Y | +170.8% | +212.6% | -41.7% | +123.2% |
| 10Y | +485.4% | +329.7% | +155.7% | +335.8% |
| All | +485.4% | +322.5% | +162.9% | +335.8% |
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