-43.8%
ILMN vs USFD
+208.8%
-252.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | +0.7% | +1.3% | -0.6% | +0.3% |
| 30D | -22.7% | +10.6% | -33.3% | -26.2% |
| 3M | +8.6% | -2.4% | +11.1% | +9.1% |
| 6M | +43.8% | +28.9% | +14.9% | +26.9% |
| YTD | +59.8% | +43.7% | +16.0% | +30.3% |
| 1Y | +71.8% | +48.5% | +23.3% | +37.6% |
| 3Y | +119.0% | +154.7% | -35.7% | +28.9% |
| 5Y | -43.8% | +218.4% | -262.2% | -71.3% |
| All | -43.8% | +208.8% | -252.6% | -71.3% |
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