+89.5%
ILMN vs USFD
+159.7%
-70.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -7.6% |
| 7D | -28.3% | +3.9% | -32.2% | -29.0% |
| 30D | -24.0% | +10.7% | -34.7% | -25.9% |
| 3M | +4.1% | +6.3% | -2.3% | +2.2% |
| 6M | +49.6% | +16.2% | +33.3% | +42.6% |
| YTD | +58.6% | +41.9% | +16.7% | +36.6% |
| 1Y | +69.9% | +44.2% | +25.7% | +45.0% |
| All | +89.5% | +159.7% | -70.2% | +29.5% |
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 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