-3.1%
ZBH vs USFD
+339.9%
-343.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +11.7% | +3.0% | +8.8% | +10.8% |
| 30D | +19.3% | +11.1% | +8.3% | +15.5% |
| 3M | +8.9% | -0.3% | +9.2% | +8.9% |
| 6M | +28.2% | +15.9% | +12.3% | +21.7% |
| YTD | +18.4% | +41.6% | -23.3% | +4.3% |
| 1Y | +20.6% | +49.4% | -28.8% | +4.2% |
| 3Y | -0.6% | +157.8% | -158.5% | -30.2% |
| 5Y | -19.7% | +176.6% | -196.4% | -46.4% |
| 10Y | +14.7% | +375.4% | -360.6% | -45.4% |
| All | -3.1% | +339.9% | -343.0% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling