+23.4%
REGN vs USFD
+192.2%
-168.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | -5.6% | -8.4% | +2.8% | -4.1% |
| 30D | -2.0% | -14.1% | +12.1% | +0.7% |
| 3M | +28.0% | +4.5% | +23.4% | +26.7% |
| 6M | +1.2% | +4.4% | -3.2% | +0.1% |
| YTD | +1.6% | +26.6% | -24.9% | -3.3% |
| 1Y | +38.2% | +19.4% | +18.9% | +33.0% |
| 3Y | -5.4% | +144.6% | -149.9% | -19.8% |
| All | +23.4% | +192.2% | -168.8% | 0.0% |
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 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