+27.3%
BMY vs USFD
+346.4%
-319.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.8% |
| 7D | -1.3% | +1.3% | -2.6% | -1.4% |
| 30D | +10.0% | +10.6% | -0.6% | +8.6% |
| 3M | -1.2% | -2.4% | +1.3% | -0.9% |
| 6M | +12.8% | +28.9% | -16.1% | +9.2% |
| YTD | +20.7% | +43.7% | -23.0% | +15.2% |
| 1Y | +32.6% | +48.5% | -15.9% | +26.1% |
| 3Y | +41.8% | +154.7% | -112.9% | +26.3% |
| 5Y | +29.0% | +218.4% | -189.4% | +10.6% |
| 10Y | +57.8% | +360.6% | -302.9% | +25.7% |
| All | +27.3% | +346.4% | -319.1% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling