+57.5%
BMY vs USFD
+368.6%
-311.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.4% |
| 7D | -1.4% | +3.9% | -5.3% | -1.9% |
| 30D | +5.1% | +12.8% | -7.7% | +3.6% |
| 3M | -3.0% | +1.0% | -4.0% | -3.2% |
| 6M | +13.1% | +30.3% | -17.2% | +9.4% |
| YTD | +20.3% | +46.0% | -25.6% | +14.6% |
| 1Y | +39.0% | +49.6% | -10.6% | +32.0% |
| 3Y | +42.0% | +166.3% | -124.3% | +25.8% |
| 5Y | +28.5% | +208.4% | -179.8% | +10.7% |
| 10Y | +57.5% | +371.2% | -313.7% | +26.9% |
| All | +57.5% | +368.6% | -311.1% | +26.9% |
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 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