+35.1%
BMY vs USFD
+329.0%
-293.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.0% |
| 6M | +9.5% | +11.7% | -2.2% | +7.9% |
| YTD | +28.1% | +38.1% | -10.1% | +22.9% |
| 1Y | +50.0% | +33.4% | +16.6% | +44.4% |
| 3Y | +24.1% | +155.8% | -131.7% | +10.5% |
| 5Y | +25.0% | +214.0% | -189.0% | +7.3% |
| 10Y | +68.7% | +320.4% | -251.7% | +35.5% |
| All | +35.1% | +329.0% | -293.9% | +7.4% |
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