+203.0%
ABBV vs DPZ
-28.0%
+231.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.5% | +3.7% | -2.1% | +1.0% |
| 30D | +6.7% | +8.0% | -1.3% | +5.5% |
| 3M | +19.9% | -4.2% | +24.1% | +20.5% |
| 6M | +47.5% | +4.6% | +42.9% | +45.9% |
| YTD | +32.2% | -18.4% | +50.6% | +35.5% |
| 1Y | +37.8% | -16.8% | +54.6% | +40.8% |
| 3Y | +134.8% | -5.0% | +139.8% | +134.7% |
| 5Y | +203.0% | -27.8% | +230.8% | +204.3% |
| All | +203.0% | -28.0% | +231.0% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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