+222.1%
JNJ vs USFD
+329.0%
-106.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.8% |
| 6M | +13.4% | +11.7% | +1.7% | +12.2% |
| YTD | +35.1% | +38.1% | -3.0% | +31.3% |
| 1Y | +57.4% | +33.4% | +24.1% | +53.3% |
| 3Y | +86.8% | +155.8% | -69.0% | +71.7% |
| 5Y | +80.8% | +214.0% | -133.2% | +61.8% |
| 10Y | +202.7% | +320.4% | -117.6% | +173.4% |
| All | +222.1% | +329.0% | -106.9% | +188.4% |
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