-3.9%
REGN vs USFD
+145.6%
-149.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -6.0% | -8.0% | +2.0% | -4.4% |
| 30D | -0.4% | -13.1% | +12.7% | +2.5% |
| 3M | +32.0% | +6.5% | +25.5% | +30.0% |
| 6M | +3.0% | +5.7% | -2.7% | +1.4% |
| YTD | +3.2% | +27.5% | -24.4% | -3.1% |
| 1Y | +43.4% | +23.4% | +20.0% | +35.8% |
| All | -3.9% | +145.6% | -149.5% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling