+384.5%
DXCM vs USFD
+359.9%
+24.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +4.9% | +1.7% | +3.3% | +4.5% |
| 30D | -0.2% | +10.2% | -10.3% | -2.4% |
| 3M | -8.9% | -1.5% | -7.4% | -8.7% |
| 6M | +42.3% | +27.3% | +14.9% | +33.8% |
| YTD | +25.6% | +44.0% | -18.4% | +13.5% |
| 1Y | +39.5% | +50.4% | -10.8% | +24.8% |
| 3Y | -15.3% | +153.6% | -168.8% | -33.9% |
| 5Y | -48.4% | +219.0% | -267.4% | -62.3% |
| All | +384.5% | +359.9% | +24.6% | +191.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling