+57.4%
JNJ vs USFD
+34.2%
+23.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +2.7% | -3.0% | +5.7% | +3.3% |
| 30D | +7.4% | +3.5% | +3.8% | +6.4% |
| 3M | +21.2% | +26.6% | -5.3% | +16.2% |
| 6M | +13.4% | +11.7% | +1.7% | +10.7% |
| YTD | +35.1% | +38.1% | -3.0% | +28.3% |
| 1Y | +57.4% | +33.4% | +24.1% | +52.2% |
| All | +57.4% | +34.2% | +23.2% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling