+530.1%
ABBV vs USFD
+329.0%
+201.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +0.4% | -3.0% | +3.4% | +0.8% |
| 30D | +4.2% | +3.5% | +0.6% | +3.6% |
| 3M | +14.8% | +26.6% | -11.7% | +10.8% |
| 6M | +10.3% | +11.7% | -1.4% | +8.3% |
| YTD | +14.9% | +38.1% | -23.2% | +9.2% |
| 1Y | +24.1% | +33.4% | -9.2% | +18.4% |
| 3Y | +91.9% | +155.8% | -63.9% | +65.6% |
| 5Y | +176.0% | +214.0% | -38.0% | +127.2% |
| 10Y | +502.9% | +320.4% | +182.6% | +351.5% |
| All | +530.1% | +329.0% | +201.0% | +369.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling