+83.7%
JNJ vs USFD
+215.8%
-132.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +2.7% | -3.0% | +5.7% | +3.0% |
| 30D | +7.4% | +3.5% | +3.8% | +7.0% |
| 3M | +21.2% | +26.6% | -5.3% | +18.7% |
| 6M | +13.4% | +11.7% | +1.7% | +12.1% |
| YTD | +35.1% | +38.1% | -3.0% | +31.4% |
| 1Y | +57.4% | +33.4% | +24.1% | +53.4% |
| 3Y | +86.8% | +155.8% | -69.0% | +73.3% |
| All | +83.7% | +215.8% | -132.2% | +65.1% |
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 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