+435.0%
DXCM vs USFD
+340.6%
+94.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -3.9% |
| 7D | +5.7% | +3.9% | +1.7% | +4.8% |
| 30D | +1.3% | +10.7% | -9.4% | -1.1% |
| 3M | +2.2% | +6.3% | -4.2% | +0.5% |
| 6M | +42.0% | +16.2% | +25.8% | +36.5% |
| YTD | +27.3% | +41.9% | -14.6% | +15.6% |
| 1Y | +42.5% | +44.2% | -1.7% | +28.8% |
| 3Y | -13.3% | +159.8% | -173.1% | -32.6% |
| 5Y | -46.8% | +177.1% | -223.9% | -59.9% |
| 10Y | +445.8% | +376.2% | +69.6% | +240.9% |
| All | +435.0% | +340.6% | +94.4% | +232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling