+354.1%
USFD vs BMRN
-37.6%
+391.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +1.7% | +2.1% | -0.5% | +1.1% |
| 30D | +10.2% | +3.8% | +6.4% | +9.2% |
| 3M | -1.5% | -16.5% | +15.0% | +2.9% |
| 6M | +27.3% | +6.9% | +20.5% | +24.5% |
| YTD | +44.0% | -3.7% | +47.7% | +43.9% |
| 1Y | +50.4% | +5.6% | +44.8% | +46.0% |
| 3Y | +153.6% | -31.4% | +184.9% | +169.1% |
| 5Y | +219.0% | -30.0% | +248.9% | +229.0% |
| All | +354.1% | -37.6% | +391.8% | +342.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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