-19.7%
ZBH vs USFD
+162.9%
-182.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.8% |
| 7D | -5.2% | -3.3% | -1.9% | -4.7% |
| 30D | -2.4% | -5.3% | +2.9% | -1.6% |
| 3M | +8.3% | +18.8% | -10.5% | +5.4% |
| 6M | +0.7% | +14.3% | -13.6% | -1.5% |
| YTD | +5.3% | +36.9% | -31.5% | -0.6% |
| 1Y | -9.1% | +31.7% | -40.8% | -13.6% |
| 3Y | -19.7% | +164.5% | -184.2% | -40.4% |
| All | -19.7% | +162.9% | -182.6% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 3y: compounded portfolio wealth divided by compounded USFD 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…
3y analysis · Full analysis span regression · 6 months rolling