+301.2%
AMGN vs USFD
+339.9%
-38.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | +3.0% | -4.2% | -1.6% |
| 30D | +11.5% | +11.1% | +0.4% | +10.1% |
| 3M | +14.4% | -0.3% | +14.7% | +14.4% |
| 6M | +40.9% | +15.9% | +25.0% | +38.4% |
| YTD | +43.5% | +41.6% | +1.9% | +37.5% |
| 1Y | +49.9% | +49.4% | +0.5% | +42.7% |
| 3Y | +84.6% | +157.8% | -73.2% | +65.2% |
| 5Y | +151.6% | +176.6% | -25.0% | +120.8% |
| 10Y | +358.2% | +375.4% | -17.2% | +298.1% |
| All | +301.2% | +339.9% | -38.7% | +245.4% |
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