+196.5%
JNJ vs USFD
+306.5%
-110.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.3% |
| 7D | -3.0% | -7.0% | +4.1% | -2.3% |
| 30D | +2.5% | -10.3% | +12.8% | +3.5% |
| 3M | +13.2% | +9.2% | +4.1% | +12.4% |
| 6M | +11.3% | +7.4% | +3.9% | +10.5% |
| YTD | +31.1% | +29.4% | +1.7% | +28.1% |
| 1Y | +54.3% | +24.8% | +29.5% | +51.1% |
| 3Y | +81.1% | +150.0% | -68.9% | +66.7% |
| 5Y | +82.7% | +195.5% | -112.8% | +64.2% |
| 10Y | +196.5% | +315.7% | -119.3% | +165.6% |
| All | +196.5% | +306.5% | -110.1% | +165.6% |
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