+62.0%
BMY vs USFD
+322.5%
-260.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -3.3% | -3.3% | 0.0% | -2.9% |
| 30D | 0.0% | -5.3% | +5.3% | +0.6% |
| 3M | +17.7% | +18.8% | -1.1% | +15.2% |
| 6M | +9.6% | +14.3% | -4.6% | +7.7% |
| YTD | +24.0% | +36.9% | -12.9% | +19.1% |
| 1Y | +45.1% | +31.7% | +13.4% | +39.9% |
| 3Y | +22.5% | +164.5% | -142.0% | +8.6% |
| 5Y | +22.3% | +212.6% | -190.3% | +5.0% |
| 10Y | +62.0% | +329.7% | -267.8% | +30.0% |
| All | +62.0% | +322.5% | -260.5% | +30.0% |
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