+95.1%
BSX vs USFD
+353.4%
-258.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.1% |
| 7D | -0.7% | +3.9% | -4.6% | -1.7% |
| 30D | +3.0% | +12.8% | -9.8% | -0.4% |
| 3M | -10.7% | +1.0% | -11.7% | -11.1% |
| 6M | -18.4% | +30.3% | -48.6% | -24.5% |
| YTD | -53.8% | +46.0% | -99.8% | -59.0% |
| 1Y | -56.0% | +49.6% | -105.6% | -61.2% |
| 3Y | -14.4% | +166.3% | -180.7% | -36.7% |
| 5Y | +2.9% | +208.4% | -205.5% | -28.6% |
| 10Y | +101.6% | +371.2% | -269.7% | +17.8% |
| All | +95.1% | +353.4% | -258.2% | +13.4% |
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