-36.3%
DXCM vs USFD
+215.8%
-252.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -3.2% | -3.0% | -0.2% | -2.2% |
| 30D | +6.3% | +3.5% | +2.8% | +4.9% |
| 3M | +21.1% | +26.6% | -5.5% | +10.8% |
| 6M | +20.6% | +11.7% | +8.9% | +15.2% |
| YTD | +32.4% | +38.1% | -5.7% | +14.5% |
| 1Y | +8.8% | +33.4% | -24.5% | -4.8% |
| 3Y | -13.7% | +155.8% | -169.6% | -44.2% |
| All | -36.3% | +215.8% | -252.1% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling