+59.7%
ILMN vs USFD
+369.2%
-309.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -9.8% | +8.4% | -18.2% | -11.8% |
| 30D | -22.7% | +12.7% | -35.5% | -25.4% |
| 3M | +12.1% | +1.1% | +10.9% | +11.1% |
| 6M | +51.5% | +30.2% | +21.3% | +39.8% |
| YTD | +63.9% | +45.8% | +18.0% | +45.1% |
| 1Y | +76.6% | +51.9% | +24.6% | +54.5% |
| 3Y | +124.6% | +158.5% | -33.9% | +69.4% |
| 5Y | -42.7% | +208.0% | -250.8% | -59.2% |
| 10Y | +59.7% | +376.6% | -316.9% | +3.7% |
| All | +59.7% | +369.2% | -309.6% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling