+154.9%
AMGN vs DPZ
-28.2%
+183.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +0.9% | +2.2% | -1.3% | +0.5% |
| 30D | +12.1% | +6.7% | +5.4% | +11.0% |
| 3M | +12.2% | -4.5% | +16.7% | +12.8% |
| 6M | +42.1% | +3.3% | +38.8% | +41.0% |
| YTD | +45.0% | -19.4% | +64.5% | +48.8% |
| 1Y | +47.7% | -17.3% | +65.0% | +51.0% |
| 3Y | +90.4% | -8.4% | +98.8% | +91.5% |
| 5Y | +154.9% | -28.2% | +183.1% | +157.1% |
| All | +154.9% | -28.2% | +183.2% | +157.1% |
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