+40.7%
ILMN vs USFD
+156.9%
-116.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | -3.0% | +4.2% | +2.1% |
| 30D | +9.2% | +3.5% | +5.6% | +7.9% |
| 3M | +29.8% | +26.6% | +3.3% | +19.9% |
| 6M | +69.2% | +11.7% | +57.5% | +62.5% |
| YTD | +66.4% | +38.1% | +28.2% | +43.9% |
| 1Y | +123.4% | +33.4% | +90.0% | +96.1% |
| All | +40.7% | +156.9% | -116.2% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling