+69.0%
BDX vs USFD
+329.0%
-260.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -2.5% | -3.0% | +0.5% | -2.2% |
| 30D | +8.3% | +3.5% | +4.7% | +7.9% |
| 3M | +24.4% | +26.6% | -2.2% | +21.6% |
| 6M | +9.2% | +11.7% | -2.5% | +7.9% |
| YTD | +22.7% | +38.1% | -15.4% | +18.6% |
| 1Y | +25.9% | +33.4% | -7.5% | +22.0% |
| 3Y | -10.5% | +155.8% | -166.3% | -18.8% |
| 5Y | +1.9% | +214.0% | -212.1% | -10.0% |
| 10Y | +58.7% | +320.4% | -261.7% | +41.4% |
| All | +69.0% | +329.0% | -260.1% | +50.4% |
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