+341.3%
USFD vs BMRN
-35.1%
+376.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.6% |
| 7D | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | +12.8% | +4.3% | +8.5% | +11.8% |
| 3M | +1.0% | -10.4% | +11.4% | +3.4% |
| 6M | +30.3% | +5.8% | +24.5% | +27.8% |
| YTD | +46.0% | -3.8% | +49.7% | +46.0% |
| 1Y | +49.6% | +11.1% | +38.5% | +43.7% |
| 3Y | +166.3% | -31.7% | +198.0% | +181.9% |
| 5Y | +208.4% | -30.9% | +239.3% | +219.1% |
| 10Y | +371.2% | -37.7% | +409.0% | +366.0% |
| All | +341.3% | -35.1% | +376.4% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling