+404.2%
DXCM vs USFD
+369.7%
+34.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -3.5% | +3.0% | -6.5% | -4.1% |
| 30D | -5.8% | +11.1% | -16.9% | -8.1% |
| 3M | -4.3% | -0.3% | -4.1% | -4.4% |
| 6M | +31.6% | +15.9% | +15.7% | +26.5% |
| YTD | +19.6% | +41.6% | -22.0% | +8.6% |
| 1Y | +36.9% | +49.4% | -12.5% | +22.4% |
| 3Y | -16.3% | +157.8% | -174.1% | -35.0% |
| 5Y | -50.0% | +176.6% | -226.6% | -62.5% |
| All | +404.2% | +369.7% | +34.5% | +187.6% |
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