+317.7%
USFD vs BIIB
-21.0%
+338.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | -3.0% | +1.1% | -4.1% | -3.1% |
| 30D | +3.5% | +6.9% | -3.3% | +2.8% |
| 3M | +26.6% | +12.4% | +14.2% | +24.8% |
| 6M | +11.7% | +16.3% | -4.6% | +9.6% |
| YTD | +38.1% | +25.5% | +12.7% | +34.4% |
| 1Y | +33.4% | +57.8% | -24.4% | +26.5% |
| 3Y | +155.8% | -17.3% | +173.2% | +156.8% |
| 5Y | +214.0% | -33.8% | +247.8% | +215.0% |
| 10Y | +320.4% | -29.6% | +349.9% | +304.5% |
| All | +317.7% | -21.0% | +338.7% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling