+253.3%
UNH vs USFD
+339.9%
-86.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.2% | +3.0% | -6.1% | -3.8% |
| 30D | +4.8% | +11.1% | -6.2% | +2.7% |
| 3M | -1.8% | -0.3% | -1.5% | -1.9% |
| 6M | +8.6% | +15.9% | -7.3% | +5.2% |
| YTD | +21.8% | +41.6% | -19.9% | +12.7% |
| 1Y | +25.8% | +49.4% | -23.6% | +15.2% |
| 3Y | -21.3% | +157.8% | -179.2% | -36.1% |
| 5Y | -5.3% | +176.6% | -182.0% | -25.7% |
| 10Y | +238.1% | +375.4% | -137.3% | +124.3% |
| All | +253.3% | +339.9% | -86.6% | +134.2% |
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