+340.6%
USFD vs BIIB
-9.3%
+349.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | -0.4% | +0.3% | -0.1% |
| 30D | +12.3% | +10.5% | +1.9% | +11.2% |
| 3M | -0.7% | +24.3% | -25.0% | -3.0% |
| 6M | +31.3% | +28.0% | +3.3% | +27.6% |
| YTD | +45.7% | +44.0% | +1.7% | +39.7% |
| 1Y | +52.1% | +58.8% | -6.7% | +44.3% |
| 3Y | +158.2% | +12.7% | +145.5% | +151.2% |
| 5Y | +213.8% | -4.9% | +218.7% | +206.5% |
| 10Y | +367.0% | -20.6% | +387.6% | +344.9% |
| All | +340.6% | -9.3% | +349.9% | +312.2% |
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