-11.3%
BSX vs USFD
+165.3%
-176.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.0% | -3.0% | +5.1% | +2.7% |
| 30D | +0.1% | +3.5% | -3.4% | -0.7% |
| 3M | -2.1% | +26.6% | -28.7% | -7.5% |
| 6M | -33.8% | +11.7% | -45.5% | -35.6% |
| YTD | -49.9% | +38.1% | -88.0% | -54.5% |
| 1Y | -55.4% | +33.4% | -88.8% | -59.1% |
| All | -11.3% | +165.3% | -176.6% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling