+411.2%
DXCM vs USFD
+369.2%
+42.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.7% | +8.4% | -12.1% | -5.5% |
| 30D | -5.0% | +12.7% | -17.7% | -7.7% |
| 3M | -8.8% | +1.1% | -9.9% | -9.2% |
| 6M | +31.9% | +30.2% | +1.7% | +23.3% |
| YTD | +20.4% | +45.8% | -25.4% | +8.5% |
| 1Y | +45.7% | +51.9% | -6.2% | +29.9% |
| 3Y | -15.0% | +158.5% | -173.5% | -34.0% |
| 5Y | -48.5% | +208.0% | -256.5% | -62.1% |
| 10Y | +411.2% | +376.6% | +34.7% | +189.2% |
| All | +411.2% | +369.2% | +42.0% | +189.2% |
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