+53.9%
BDX vs USFD
+322.5%
-268.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -3.0% |
| 7D | -4.3% | -3.3% | -0.9% | -4.0% |
| 30D | +1.3% | -5.3% | +6.6% | +1.8% |
| 3M | +20.2% | +18.8% | +1.5% | +18.2% |
| 6M | +8.6% | +14.3% | -5.7% | +7.1% |
| YTD | +19.0% | +36.9% | -17.9% | +15.1% |
| 1Y | +21.2% | +31.7% | -10.5% | +17.6% |
| 3Y | -9.7% | +164.5% | -174.2% | -18.4% |
| 5Y | -3.4% | +212.6% | -216.0% | -14.7% |
| 10Y | +53.9% | +329.7% | -275.9% | +37.1% |
| All | +53.9% | +322.5% | -268.6% | +37.1% |
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 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