+479.7%
IDXX vs USFD
+325.1%
+154.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -4.6% | -3.3% | -1.2% | -3.9% |
| 30D | -11.3% | -5.3% | -6.0% | -10.4% |
| 3M | -7.3% | +18.8% | -26.1% | -10.7% |
| 6M | -14.5% | +14.3% | -28.8% | -17.1% |
| YTD | -23.1% | +36.9% | -60.0% | -28.6% |
| 1Y | -20.3% | +31.7% | -52.0% | -25.4% |
| 3Y | +11.7% | +164.5% | -152.8% | -9.5% |
| 5Y | -24.4% | +212.6% | -236.9% | -40.8% |
| 10Y | +355.5% | +329.7% | +25.8% | +218.4% |
| All | +479.7% | +325.1% | +154.6% | +299.8% |
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