Brand new bikes have this problem where all the components will stretch a bit in the first few hundred miles ... this is normal and needs a tune-up every now and then to readjust untill the components are broken in and after that it shouldn't happen anymore ... at least not for a long time.
A properly adjusted derailleur should always shift perfectly ... a lot depends on the quality of the cables, cable housings and shifters though ... and the cleanness of it all.