+59.3%
BMY vs USFD
+375.5%
-316.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +9.3% | +12.3% | -3.1% | +7.7% |
| 3M | -0.1% | -0.7% | +0.6% | -0.1% |
| 6M | +15.5% | +31.3% | -15.8% | +11.6% |
| YTD | +21.8% | +45.7% | -23.9% | +16.1% |
| 1Y | +34.9% | +52.1% | -17.3% | +27.8% |
| 3Y | +43.2% | +158.2% | -115.1% | +27.3% |
| 5Y | +30.7% | +213.8% | -183.0% | +12.3% |
| 10Y | +59.3% | +367.0% | -307.7% | +26.0% |
| All | +59.3% | +375.5% | -316.2% | +26.0% |
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