+167.4%
USFD vs BBIO
+136.7%
+30.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -8.4% | -3.2% | -5.2% | -7.9% |
| 30D | -14.1% | -13.6% | -0.5% | -12.2% |
| 3M | +4.5% | +7.2% | -2.7% | +3.0% |
| 6M | +4.4% | +1.5% | +2.9% | +3.5% |
| YTD | +26.6% | -5.3% | +31.9% | +26.1% |
| 1Y | +19.4% | +37.7% | -18.3% | +11.7% |
| 3Y | +144.6% | +153.9% | -9.3% | +98.3% |
| 5Y | +194.5% | +43.9% | +150.7% | +106.1% |
| All | +167.4% | +136.7% | +30.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 10y: compounded portfolio wealth divided by compounded BBIO 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…
10y analysis · Full analysis span regression · 6 months rolling