+128.0%
ABBV vs USFD
+159.2%
-31.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.2% | +3.0% | -4.2% | -1.8% |
| 30D | +8.0% | +11.1% | -3.0% | +6.0% |
| 3M | +20.2% | -0.3% | +20.5% | +20.1% |
| 6M | +44.0% | +15.9% | +28.1% | +40.0% |
| YTD | +31.3% | +41.6% | -10.3% | +23.3% |
| 1Y | +37.0% | +49.4% | -12.4% | +27.3% |
| 3Y | +128.0% | +157.8% | -29.9% | +89.4% |
| All | +128.0% | +159.2% | -31.3% | +89.4% |
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