-25.2%
TEVA vs USFD
+325.1%
-350.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +1.6% | -3.3% | +4.9% | +2.7% |
| 30D | +4.0% | -5.3% | +9.3% | +5.8% |
| 3M | +10.5% | +18.8% | -8.3% | +4.3% |
| 6M | +18.4% | +14.3% | +4.1% | +12.8% |
| YTD | +17.8% | +36.9% | -19.1% | +5.1% |
| 1Y | +90.5% | +31.7% | +58.8% | +71.7% |
| 3Y | +282.1% | +164.5% | +117.7% | +171.8% |
| 5Y | +291.9% | +212.6% | +79.3% | +159.6% |
| 10Y | -24.9% | +329.7% | -354.6% | -58.5% |
| All | -25.2% | +325.1% | -350.3% | -58.6% |
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