+99.4%
BSX vs USFD
+325.1%
-225.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.6% |
| 7D | -6.4% | -3.3% | -3.1% | -5.6% |
| 30D | -8.8% | -5.3% | -3.5% | -7.4% |
| 3M | -7.6% | +18.8% | -26.4% | -12.2% |
| 6M | -37.0% | +14.3% | -51.2% | -39.6% |
| YTD | -52.8% | +36.9% | -89.7% | -57.3% |
| 1Y | -58.4% | +31.7% | -90.1% | -62.0% |
| 3Y | -16.5% | +164.5% | -181.0% | -38.1% |
| 5Y | -1.2% | +212.6% | -213.7% | -31.8% |
| 10Y | +83.7% | +329.7% | -246.0% | +9.7% |
| All | +99.4% | +325.1% | -225.7% | +18.0% |
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