+104.3%
BSX vs USFD
+369.2%
-264.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +2.8% | +8.4% | -5.6% | +0.5% |
| 30D | +4.6% | +12.7% | -8.1% | +1.2% |
| 3M | -11.4% | +1.1% | -12.5% | -11.8% |
| 6M | -17.1% | +30.2% | -47.3% | -23.3% |
| YTD | -53.1% | +45.8% | -99.0% | -58.4% |
| 1Y | -55.7% | +51.9% | -107.6% | -61.2% |
| 3Y | -13.3% | +158.5% | -171.8% | -35.3% |
| 5Y | +5.3% | +208.0% | -202.7% | -26.9% |
| 10Y | +104.3% | +376.6% | -272.3% | +22.6% |
| All | +104.3% | +369.2% | -264.9% | +22.6% |
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