+329.7%
USFD vs BIIB
-31.7%
+361.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.5% |
| 7D | -3.3% | -1.6% | -1.7% | -3.2% |
| 30D | -5.3% | +2.2% | -7.5% | -5.6% |
| 3M | +18.8% | +10.3% | +8.5% | +17.4% |
| 6M | +14.3% | +14.9% | -0.7% | +12.3% |
| YTD | +36.9% | +20.7% | +16.1% | +33.6% |
| 1Y | +31.7% | +50.3% | -18.6% | +25.4% |
| 3Y | +164.5% | -18.0% | +182.4% | +165.8% |
| 5Y | +212.6% | -33.9% | +246.5% | +214.2% |
| 10Y | +329.7% | -30.9% | +360.7% | +318.6% |
| All | +329.7% | -31.7% | +361.5% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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