+309.8%
AZN vs USFD
+346.4%
-36.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | +18.3% | +10.6% | +7.8% | +16.9% |
| 3M | +16.3% | -2.4% | +18.8% | +16.6% |
| 6M | -0.1% | +28.9% | -29.0% | -3.1% |
| YTD | +1.3% | +43.7% | -42.4% | -3.2% |
| 1Y | +6.2% | +48.5% | -42.3% | +1.1% |
| 3Y | +53.9% | +154.7% | -100.8% | +36.8% |
| 5Y | +72.8% | +218.4% | -145.6% | +48.3% |
| 10Y | +332.8% | +360.6% | -27.8% | +235.4% |
| All | +309.8% | +346.4% | -36.6% | +214.1% |
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