+31.8%
ILMN vs USFD
+321.9%
-290.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.2% | -3.0% | +4.2% | +2.0% |
| 30D | +9.2% | +3.5% | +5.6% | +8.0% |
| 3M | +29.8% | +26.6% | +3.3% | +21.3% |
| 6M | +69.2% | +11.7% | +57.5% | +63.3% |
| YTD | +66.4% | +38.1% | +28.2% | +50.1% |
| 1Y | +123.4% | +33.4% | +90.0% | +103.1% |
| 3Y | +33.2% | +155.8% | -122.6% | +0.8% |
| 5Y | -52.0% | +214.0% | -266.0% | -65.8% |
| All | +31.8% | +321.9% | -290.1% | -16.2% |
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