+216.6%
AMGN vs USFD
+306.5%
-90.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.2% |
| 7D | -11.6% | -7.0% | -4.6% | -10.9% |
| 30D | -5.7% | -10.3% | +4.6% | -4.5% |
| 3M | +14.2% | +9.2% | +5.0% | +13.0% |
| 6M | +5.2% | +7.4% | -2.2% | +4.2% |
| YTD | +22.0% | +29.4% | -7.4% | +18.1% |
| 1Y | +43.6% | +24.8% | +18.8% | +39.5% |
| 3Y | +65.0% | +150.0% | -85.0% | +48.2% |
| 5Y | +112.0% | +195.5% | -83.4% | +84.8% |
| 10Y | +216.6% | +315.7% | -99.2% | +177.3% |
| All | +216.6% | +306.5% | -90.0% | +177.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling