+281.0%
AMGN vs USFD
+329.0%
-48.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.1% | -3.0% | +4.1% | +1.5% |
| 30D | +7.8% | +3.5% | +4.3% | +7.4% |
| 3M | +27.3% | +26.6% | +0.7% | +23.8% |
| 6M | +16.8% | +11.7% | +5.1% | +15.2% |
| YTD | +36.3% | +38.1% | -1.8% | +31.0% |
| 1Y | +60.4% | +33.4% | +27.0% | +54.7% |
| 3Y | +86.3% | +155.8% | -69.5% | +66.9% |
| 5Y | +125.7% | +214.0% | -88.4% | +95.5% |
| 10Y | +247.0% | +320.4% | -73.3% | +204.0% |
| All | +281.0% | +329.0% | -48.1% | +229.1% |
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