+58.2%
BMY vs DPZ
+116.9%
-58.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.8% | +2.2% | -0.4% | +1.5% |
| 30D | +6.2% | +6.7% | -0.5% | +5.5% |
| 3M | -2.1% | -4.5% | +2.4% | -1.8% |
| 6M | +14.3% | +3.3% | +11.0% | +13.6% |
| YTD | +21.6% | -19.4% | +41.0% | +23.7% |
| 1Y | +38.8% | -17.3% | +56.1% | +40.8% |
| 3Y | +42.9% | -8.4% | +51.3% | +42.3% |
| 5Y | +30.1% | -28.2% | +58.3% | +31.5% |
| 10Y | +58.2% | +130.9% | -72.7% | +42.9% |
| All | +58.2% | +116.9% | -58.7% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling