+89.5%
BSX vs USFD
+339.9%
-250.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.1% | -4.2% |
| 7D | +1.8% | +3.0% | -1.1% | +1.0% |
| 30D | +2.8% | +11.1% | -8.2% | -0.1% |
| 3M | -13.3% | -0.3% | -13.0% | -13.3% |
| 6M | -23.7% | +15.9% | -39.5% | -27.1% |
| YTD | -55.2% | +41.6% | -96.8% | -59.9% |
| 1Y | -56.8% | +49.4% | -106.2% | -62.0% |
| 3Y | -19.0% | +157.8% | -176.9% | -39.6% |
| 5Y | -0.9% | +176.6% | -177.6% | -29.2% |
| 10Y | +98.3% | +375.4% | -277.1% | +15.6% |
| All | +89.5% | +339.9% | -250.4% | +11.0% |
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