+16.2%
BSX vs DPZ
+5,417.8%
-5,401.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | +2.0% | -2.5% | +4.6% | +2.6% |
| 30D | +0.1% | -7.0% | +7.1% | +1.7% |
| 3M | -2.1% | +11.6% | -13.8% | -4.9% |
| 6M | -33.8% | -15.2% | -18.6% | -31.5% |
| YTD | -49.9% | -17.2% | -32.6% | -48.0% |
| 1Y | -55.4% | -24.8% | -30.6% | -52.8% |
| 3Y | -10.9% | -8.7% | -2.2% | -11.1% |
| 5Y | +6.4% | -28.9% | +35.3% | +10.5% |
| 10Y | +97.0% | +153.6% | -56.6% | +40.4% |
| All | +16.2% | +5,417.8% | -5,401.6% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling