+230.1%
JNJ vs USFD
+353.4%
-123.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -0.9% | +1.8% |
| 7D | +4.3% | +3.9% | +0.4% | +3.9% |
| 30D | +7.9% | +12.8% | -4.9% | +6.7% |
| 3M | +9.4% | +1.0% | +8.4% | +9.2% |
| 6M | +28.8% | +30.3% | -1.4% | +25.8% |
| YTD | +38.5% | +46.0% | -7.5% | +33.8% |
| 1Y | +54.6% | +49.6% | +5.0% | +49.0% |
| 3Y | +108.4% | +166.3% | -57.9% | +90.9% |
| 5Y | +99.6% | +208.4% | -108.8% | +78.9% |
| 10Y | +207.8% | +371.2% | -163.5% | +177.1% |
| All | +230.1% | +353.4% | -123.2% | +194.0% |
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