+65.7%
AMGN vs USFD
+49.6%
+16.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.5% | -4.7% | +2.0% |
| 7D | +5.9% | +7.8% | -2.0% | +4.2% |
| 30D | +18.7% | +16.2% | +2.6% | +15.4% |
| 3M | +23.4% | +11.0% | +12.4% | +20.9% |
| 6M | +49.7% | +20.7% | +29.0% | +44.8% |
| YTD | +49.2% | +46.0% | +3.2% | +42.9% |
| 1Y | +65.7% | +49.8% | +16.0% | +58.3% |
| All | +65.7% | +49.6% | +16.1% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling