+112.3%
REGN vs USFD
+329.0%
-216.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +4.2% | -3.0% | +7.2% | +4.4% |
| 30D | +7.8% | +3.5% | +4.3% | +7.5% |
| 3M | +31.8% | +26.6% | +5.2% | +29.5% |
| 6M | +5.4% | +11.7% | -6.3% | +4.5% |
| YTD | +7.7% | +38.1% | -30.5% | +5.0% |
| 1Y | +46.7% | +33.4% | +13.3% | +43.4% |
| 3Y | +0.5% | +155.8% | -155.3% | -5.6% |
| 5Y | +22.9% | +214.0% | -191.1% | +13.7% |
| 10Y | +115.0% | +320.4% | -205.4% | +92.4% |
| All | +112.3% | +329.0% | -216.7% | +87.0% |
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