+81.5%
BSX vs DPZ
+145.4%
-63.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | -8.2% | -8.6% | +0.4% | -6.7% |
| 30D | -15.8% | -11.2% | -4.6% | -14.0% |
| 3M | -10.8% | +1.4% | -12.3% | -11.2% |
| 6M | -38.4% | -19.9% | -18.5% | -36.1% |
| YTD | -54.8% | -23.0% | -31.8% | -52.9% |
| 1Y | -59.0% | -28.2% | -30.8% | -56.8% |
| 3Y | -20.0% | -14.2% | -5.8% | -19.0% |
| 5Y | -3.1% | -33.4% | +30.3% | +0.7% |
| All | +81.5% | +145.4% | -63.9% | +36.9% |
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