-1.0%
BSX vs DPZ
-34.0%
+33.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +0.8% |
| 7D | -7.0% | -7.3% | +0.2% | -5.6% |
| 30D | -10.9% | -7.6% | -3.3% | -9.5% |
| 3M | -8.2% | +1.8% | -10.0% | -8.7% |
| 6M | -37.5% | -21.8% | -15.7% | -34.6% |
| YTD | -52.8% | -22.0% | -30.8% | -50.7% |
| 1Y | -58.4% | -28.6% | -29.8% | -55.8% |
| 3Y | -16.5% | -13.1% | -3.5% | -15.8% |
| 5Y | -1.0% | -33.2% | +32.2% | +6.1% |
| All | -1.0% | -34.0% | +33.0% | +6.1% |
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