-23.0%
IDXX vs USFD
+192.2%
-215.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | -5.7% | -8.4% | +2.6% | -2.6% |
| 30D | -11.5% | -14.1% | +2.5% | -6.4% |
| 3M | -9.5% | +4.5% | -14.0% | -11.6% |
| 6M | -16.0% | +4.4% | -20.3% | -18.1% |
| YTD | -25.4% | +26.6% | -52.0% | -34.0% |
| 1Y | -21.8% | +19.4% | -41.1% | -29.1% |
| 3Y | +7.0% | +144.6% | -137.5% | -31.5% |
| All | -23.0% | +192.2% | -215.1% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling