-49.1%
DXCM vs USFD
+204.0%
-253.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +0.9% |
| 7D | -4.4% | +3.9% | -8.3% | -5.7% |
| 30D | -3.6% | +12.8% | -16.5% | -7.9% |
| 3M | -4.3% | +1.0% | -5.3% | -4.9% |
| 6M | +33.8% | +30.3% | +3.5% | +20.0% |
| YTD | +22.1% | +46.0% | -23.8% | +2.1% |
| 1Y | +47.4% | +49.6% | -2.2% | +21.7% |
| 3Y | -12.3% | +166.3% | -178.5% | -46.2% |
| 5Y | -49.1% | +208.4% | -257.5% | -72.6% |
| All | -49.1% | +204.0% | -253.1% | -72.6% |
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