+88.0%
BDX vs USFD
+368.6%
-280.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.3% |
| 7D | +8.4% | +3.9% | +4.5% | +7.9% |
| 30D | +17.1% | +12.8% | +4.3% | +15.7% |
| 3M | +22.4% | +1.0% | +21.5% | +22.2% |
| 6M | +45.9% | +30.3% | +15.7% | +42.1% |
| YTD | +43.8% | +46.0% | -2.1% | +38.2% |
| 1Y | +57.8% | +49.6% | +8.2% | +51.2% |
| 3Y | +25.4% | +166.3% | -140.9% | +13.3% |
| 5Y | +26.0% | +208.4% | -182.4% | +11.3% |
| 10Y | +88.0% | +371.2% | -283.3% | +72.8% |
| All | +88.0% | +368.6% | -280.7% | +72.8% |
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