+134.7%
ABBV vs USFD
+155.8%
-21.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +2.2% | +1.3% | +0.8% | +1.9% |
| 30D | +8.0% | +10.6% | -2.6% | +6.0% |
| 3M | +19.1% | -2.4% | +21.5% | +19.5% |
| 6M | +43.5% | +28.9% | +14.6% | +37.0% |
| YTD | +32.7% | +43.7% | -11.0% | +24.3% |
| 1Y | +30.0% | +48.5% | -18.5% | +21.0% |
| All | +134.7% | +155.8% | -21.1% | +95.2% |
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