+7.8%
BSX vs DPZ
+5,462.3%
-5,454.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.3% |
| 7D | +3.7% | +2.2% | +1.5% | +3.2% |
| 30D | +3.1% | +15.5% | -12.4% | -0.3% |
| 3M | -14.2% | -2.0% | -12.2% | -13.9% |
| 6M | -16.4% | +12.1% | -28.6% | -18.9% |
| YTD | -53.5% | -16.6% | -36.9% | -51.8% |
| 1Y | -57.8% | -14.6% | -43.2% | -56.5% |
| 3Y | -17.4% | -4.1% | -13.3% | -18.5% |
| 5Y | +5.4% | -28.3% | +33.7% | +9.4% |
| 10Y | +106.2% | +141.3% | -35.0% | +49.1% |
| All | +7.8% | +5,462.3% | -5,454.5% | -67.1% |
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 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