+216.3%
USFD vs BIIB
-33.3%
+249.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -3.0% | +1.1% | -4.1% | -3.2% |
| 30D | +3.5% | +6.9% | -3.3% | +2.0% |
| 3M | +26.6% | +12.4% | +14.2% | +23.1% |
| 6M | +11.7% | +16.3% | -4.6% | +7.6% |
| YTD | +38.1% | +25.5% | +12.7% | +30.5% |
| 1Y | +33.4% | +57.8% | -24.4% | +19.3% |
| 3Y | +155.8% | -17.3% | +173.2% | +162.4% |
| All | +216.3% | -33.3% | +249.7% | +232.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling