+301.0%
TEVA vs USFD
+193.6%
+107.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +2.4% |
| 7D | -1.7% | -7.0% | +5.3% | +1.1% |
| 30D | +2.0% | -10.3% | +12.3% | +6.4% |
| 3M | +7.0% | +9.2% | -2.2% | +2.8% |
| 6M | +17.0% | +7.4% | +9.6% | +12.8% |
| YTD | +18.1% | +29.4% | -11.3% | +4.1% |
| 1Y | +87.2% | +24.8% | +62.4% | +67.1% |
| 3Y | +283.1% | +150.0% | +133.1% | +147.2% |
| All | +301.0% | +193.6% | +107.4% | +124.3% |
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