+112.0%
AMGN vs DPZ
-34.0%
+146.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.1% |
| 7D | -11.6% | -7.3% | -4.4% | -10.7% |
| 30D | -5.7% | -7.6% | +1.9% | -4.7% |
| 3M | +14.2% | +1.8% | +12.4% | +13.7% |
| 6M | +5.2% | -21.8% | +27.0% | +8.4% |
| YTD | +22.0% | -22.0% | +44.0% | +25.7% |
| 1Y | +43.6% | -28.6% | +72.2% | +49.6% |
| 3Y | +65.0% | -13.1% | +78.1% | +67.2% |
| 5Y | +112.0% | -33.2% | +145.3% | +117.8% |
| All | +112.0% | -34.0% | +146.0% | +117.8% |
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