+56.4%
AZN vs DPZ
-34.0%
+90.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | -3.1% | -8.6% | +5.5% | -2.0% |
| 30D | +0.6% | -11.2% | +11.8% | +2.0% |
| 3M | -10.8% | +1.4% | -12.2% | -11.3% |
| 6M | -18.1% | -19.9% | +1.8% | -16.0% |
| YTD | -12.3% | -23.0% | +10.8% | -9.5% |
| 1Y | -0.2% | -28.2% | +28.0% | +3.8% |
| 3Y | +23.4% | -14.2% | +37.6% | +24.7% |
| 5Y | +56.4% | -33.4% | +89.8% | +49.8% |
| All | +56.4% | -34.0% | +90.4% | +49.8% |
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