+223.3%
JNJ vs USFD
+339.9%
-116.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.1% | +3.0% | -1.8% | +0.8% |
| 30D | +6.9% | +11.1% | -4.2% | +5.9% |
| 3M | +8.0% | -0.3% | +8.3% | +8.0% |
| 6M | +24.3% | +15.9% | +8.4% | +22.6% |
| YTD | +35.6% | +41.6% | -6.0% | +31.4% |
| 1Y | +51.1% | +49.4% | +1.7% | +45.7% |
| 3Y | +98.3% | +157.8% | -59.6% | +82.1% |
| 5Y | +94.3% | +176.6% | -82.3% | +75.8% |
| 10Y | +214.9% | +375.4% | -160.4% | +184.0% |
| All | +223.3% | +339.9% | -116.6% | +188.7% |
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