+216.5%
AZN vs USFD
+307.1%
-90.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.4% |
| 7D | -1.6% | -8.4% | +6.8% | -0.5% |
| 30D | +1.1% | -14.1% | +15.1% | +2.8% |
| 3M | -12.1% | +4.5% | -16.6% | -12.6% |
| 6M | -17.1% | +4.4% | -21.5% | -17.7% |
| YTD | -12.0% | +26.6% | -38.6% | -14.6% |
| 1Y | -0.2% | +19.4% | -19.6% | -2.6% |
| 3Y | +26.8% | +144.6% | -117.8% | +13.3% |
| 5Y | +56.9% | +194.5% | -137.6% | +36.1% |
| All | +216.5% | +307.1% | -90.6% | +140.0% |
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