+600.0%
ABBV vs USFD
+376.0%
+224.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.8% | +8.4% | -5.6% | +1.5% |
| 30D | +7.0% | +12.7% | -5.8% | +5.0% |
| 3M | +19.2% | +1.1% | +18.1% | +18.9% |
| 6M | +47.8% | +30.2% | +17.6% | +41.8% |
| YTD | +32.5% | +45.8% | -13.4% | +24.8% |
| 1Y | +38.4% | +51.9% | -13.5% | +29.5% |
| 3Y | +134.3% | +158.5% | -24.2% | +101.9% |
| 5Y | +200.6% | +208.0% | -7.4% | +148.5% |
| All | +600.0% | +376.0% | +224.0% | +414.1% |
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