+59.0%
ILMN vs USFD
+375.5%
-316.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -6.0% | -0.2% | -5.8% | -5.9% |
| 30D | -23.0% | +12.3% | -35.4% | -25.6% |
| 3M | +10.4% | -0.7% | +11.1% | +10.1% |
| 6M | +49.4% | +31.3% | +18.1% | +37.6% |
| YTD | +62.3% | +45.7% | +16.6% | +43.8% |
| 1Y | +73.7% | +52.1% | +21.5% | +51.9% |
| 3Y | +122.5% | +158.2% | -35.7% | +67.8% |
| 5Y | -43.2% | +213.8% | -256.9% | -59.7% |
| 10Y | +59.0% | +367.0% | -308.1% | +3.4% |
| All | +59.0% | +375.5% | -316.6% | +3.4% |
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 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