+305.4%
AMGN vs USFD
+353.4%
-48.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.0% | +0.7% |
| 7D | 0.0% | +3.9% | -4.0% | -0.5% |
| 30D | +12.1% | +12.8% | -0.7% | +10.5% |
| 3M | +13.9% | +1.0% | +12.9% | +13.7% |
| 6M | +42.1% | +30.3% | +11.9% | +37.7% |
| YTD | +45.0% | +46.0% | -0.9% | +38.4% |
| 1Y | +49.3% | +49.6% | -0.3% | +42.1% |
| 3Y | +92.8% | +166.3% | -73.5% | +71.8% |
| 5Y | +156.7% | +208.4% | -51.6% | +122.7% |
| 10Y | +328.1% | +371.2% | -43.1% | +271.7% |
| All | +305.4% | +353.4% | -48.0% | +247.7% |
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