+49.4%
ILMN vs USFD
+340.6%
-291.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -7.5% |
| 7D | -28.3% | +3.9% | -32.2% | -29.2% |
| 30D | -24.0% | +10.7% | -34.7% | -26.2% |
| 3M | +4.1% | +6.3% | -2.3% | +1.7% |
| 6M | +49.6% | +16.2% | +33.3% | +42.3% |
| YTD | +58.6% | +41.9% | +16.7% | +41.5% |
| 1Y | +69.9% | +44.2% | +25.7% | +50.7% |
| 3Y | +82.9% | +159.8% | -76.9% | +37.7% |
| 5Y | -47.6% | +177.1% | -224.7% | -61.8% |
| 10Y | +58.8% | +376.2% | -317.3% | +0.3% |
| All | +49.4% | +340.6% | -291.2% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling