+70.5%
ILMN vs USFD
+368.6%
-298.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.8% |
| 7D | -2.6% | +3.9% | -6.5% | -3.7% |
| 30D | -20.6% | +12.8% | -33.5% | -23.4% |
| 3M | +17.5% | +1.0% | +16.5% | +16.6% |
| 6M | +55.6% | +30.3% | +25.3% | +43.7% |
| YTD | +68.3% | +46.0% | +22.4% | +49.1% |
| 1Y | +81.1% | +49.6% | +31.5% | +59.2% |
| 3Y | +112.2% | +166.3% | -54.1% | +58.7% |
| 5Y | -42.6% | +208.4% | -251.0% | -59.1% |
| 10Y | +70.5% | +371.2% | -300.8% | +13.7% |
| All | +70.5% | +368.6% | -298.1% | +13.7% |
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