+34.8%
DXCM vs USFD
+52.5%
-17.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -9.2% | -0.2% | -9.0% | -9.2% |
| 30D | -6.5% | +12.3% | -18.8% | -7.4% |
| 3M | -10.3% | -0.7% | -9.6% | -10.6% |
| 6M | +35.4% | +31.3% | +4.2% | +34.7% |
| YTD | +21.1% | +45.7% | -24.6% | +13.7% |
| All | +34.8% | +52.5% | -17.7% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling