+73.7%
ILMN vs USFD
+51.3%
+22.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -6.0% | -0.2% | -5.8% | -6.1% |
| 30D | -23.0% | +12.3% | -35.4% | -22.1% |
| 3M | +10.4% | -0.7% | +11.1% | +12.2% |
| 6M | +49.4% | +31.3% | +18.1% | +51.4% |
| YTD | +62.3% | +45.7% | +16.6% | +56.5% |
| 1Y | +73.7% | +52.1% | +21.5% | +64.5% |
| All | +73.7% | +51.3% | +22.4% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling