+25.8%
BMY vs USFD
+215.8%
-190.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.4% | -3.0% | +3.4% | +0.7% |
| 30D | +5.0% | +3.5% | +1.5% | +4.5% |
| 3M | +19.4% | +26.6% | -7.2% | +15.8% |
| 6M | +9.5% | +11.7% | -2.2% | +7.8% |
| YTD | +28.1% | +38.1% | -10.1% | +22.7% |
| 1Y | +50.0% | +33.4% | +16.6% | +44.1% |
| 3Y | +24.1% | +155.8% | -131.7% | +11.1% |
| All | +25.8% | +215.8% | -190.1% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling