+219.1%
JNJ vs USFD
+359.1%
-139.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +4.1% | +1.3% | +2.8% | +4.0% |
| 30D | +14.0% | +10.6% | +3.5% | +13.0% |
| 3M | +9.2% | -2.4% | +11.6% | +9.4% |
| 6M | +27.8% | +28.9% | -1.1% | +24.8% |
| YTD | +39.2% | +43.7% | -4.5% | +34.6% |
| 1Y | +49.1% | +48.5% | +0.6% | +43.8% |
| 3Y | +109.7% | +154.7% | -45.0% | +92.6% |
| 5Y | +97.6% | +218.4% | -120.8% | +76.4% |
| All | +219.1% | +359.1% | -139.9% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling