+94.9%
BDX vs USFD
+339.9%
-244.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +7.1% | +3.0% | +4.1% | +6.7% |
| 30D | +17.6% | +11.1% | +6.5% | +16.3% |
| 3M | +20.4% | -0.3% | +20.6% | +20.3% |
| 6M | +48.3% | +15.9% | +32.4% | +45.9% |
| YTD | +41.6% | +41.6% | 0.0% | +36.4% |
| 1Y | +55.7% | +49.4% | +6.3% | +49.2% |
| 3Y | +10.6% | +157.8% | -147.2% | +0.2% |
| 5Y | +24.0% | +176.6% | -152.6% | +10.4% |
| 10Y | +84.8% | +375.4% | -290.5% | +62.8% |
| All | +94.9% | +339.9% | -244.9% | +72.9% |
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