-45.5%
ILMN vs USFD
+188.3%
-233.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -9.7% | +3.0% | -12.6% | -11.1% |
| 30D | -20.4% | +11.1% | -31.5% | -24.2% |
| 3M | +10.0% | -0.3% | +10.3% | +9.3% |
| 6M | +49.5% | +15.9% | +33.6% | +38.1% |
| YTD | +62.5% | +41.6% | +20.9% | +33.3% |
| 1Y | +76.0% | +49.4% | +26.6% | +40.2% |
| 3Y | +94.2% | +157.8% | -63.7% | +13.2% |
| All | -45.5% | +188.3% | -233.8% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling