+253.8%
UNH vs USFD
+329.0%
-75.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +1.1% | -3.0% | +4.1% | +1.6% |
| 30D | -3.8% | +3.5% | -7.3% | -4.5% |
| 3M | +0.7% | +26.6% | -25.8% | -3.8% |
| 6M | +37.9% | +11.7% | +26.2% | +34.5% |
| YTD | +21.9% | +38.1% | -16.2% | +13.6% |
| 1Y | +31.4% | +33.4% | -2.0% | +23.1% |
| 3Y | -11.4% | +155.8% | -167.2% | -27.9% |
| 5Y | +2.5% | +214.0% | -211.5% | -21.7% |
| 10Y | +242.9% | +320.4% | -77.5% | +129.3% |
| All | +253.8% | +329.0% | -75.2% | +136.0% |
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