+45.6%
BMY vs USFD
+49.6%
-4.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.5% | -4.4% | +2.1% |
| 7D | +6.0% | +7.8% | -1.9% | +4.1% |
| 30D | +9.1% | +16.2% | -7.0% | +5.9% |
| 3M | -2.6% | +11.0% | -13.6% | -5.0% |
| 6M | +13.1% | +20.7% | -7.6% | +8.8% |
| YTD | +23.0% | +46.0% | -22.9% | +15.1% |
| 1Y | +45.6% | +49.8% | -4.2% | +35.1% |
| All | +45.6% | +49.6% | -4.0% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling