+153.6%
USFD vs BIIB
+13.5%
+140.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +1.7% | +2.0% | -0.4% | +1.4% |
| 30D | +10.2% | +8.8% | +1.3% | +8.9% |
| 3M | -1.5% | +20.3% | -21.8% | -4.1% |
| 6M | +27.3% | +23.9% | +3.5% | +23.2% |
| YTD | +44.0% | +44.0% | 0.0% | +36.1% |
| 1Y | +50.4% | +53.8% | -3.5% | +40.7% |
| 3Y | +153.6% | +13.8% | +139.7% | +146.8% |
| All | +153.6% | +13.5% | +140.1% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling