+49.6%
ILMN vs USFD
+16.9%
+32.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -8.7% |
| 7D | -28.3% | +3.9% | -32.2% | -27.3% |
| 30D | -24.0% | +10.7% | -34.7% | -22.6% |
| 3M | +4.1% | +6.3% | -2.3% | +7.2% |
| 6M | +49.6% | +16.2% | +33.3% | +58.8% |
| All | +49.6% | +16.9% | +32.7% | +58.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling