+85.2%
ABBV vs USFD
+162.9%
-77.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | -4.3% | -3.3% | -1.0% | -3.7% |
| 30D | +1.1% | -5.3% | +6.4% | +2.1% |
| 3M | +12.3% | +18.8% | -6.5% | +9.1% |
| 6M | +9.8% | +14.3% | -4.5% | +7.2% |
| YTD | +11.5% | +36.9% | -25.4% | +5.7% |
| 1Y | +22.3% | +31.7% | -9.4% | +16.8% |
| 3Y | +85.2% | +164.5% | -79.3% | +58.6% |
| All | +85.2% | +162.9% | -77.8% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling