+373.3%
DXCM vs USFD
+359.1%
+14.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | -3.6% | +1.3% | -4.9% | -3.9% |
| 30D | -4.3% | +10.6% | -14.9% | -6.6% |
| 3M | -10.4% | -2.4% | -7.9% | -9.9% |
| 6M | +33.1% | +28.9% | +4.2% | +24.8% |
| YTD | +22.6% | +43.7% | -21.1% | +10.9% |
| 1Y | +36.5% | +48.5% | -12.0% | +22.4% |
| 3Y | -13.5% | +154.7% | -168.2% | -32.5% |
| 5Y | -49.6% | +218.4% | -268.0% | -63.1% |
| All | +373.3% | +359.1% | +14.2% | +184.8% |
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 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