+261.6%
AZN vs USFD
+329.0%
-67.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | 0.0% | -3.0% | +3.0% | +0.4% |
| 30D | +0.7% | +3.5% | -2.8% | +0.3% |
| 3M | -10.5% | +26.6% | -37.1% | -13.0% |
| 6M | -19.3% | +11.7% | -31.0% | -20.4% |
| YTD | -10.6% | +38.1% | -48.7% | -14.1% |
| 1Y | +0.5% | +33.4% | -32.9% | -3.2% |
| 3Y | +25.9% | +155.8% | -129.9% | +11.9% |
| 5Y | +52.4% | +214.0% | -161.6% | +31.1% |
| 10Y | +220.8% | +320.4% | -99.5% | +151.4% |
| All | +261.6% | +329.0% | -67.4% | +178.6% |
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