+23.4%
REGN vs DPZ
-34.6%
+58.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -5.6% | -8.6% | +3.1% | -4.2% |
| 30D | -2.0% | -11.9% | +10.0% | 0.0% |
| 3M | +28.0% | +0.4% | +27.5% | +27.4% |
| 6M | +1.2% | -19.9% | +21.0% | +4.4% |
| YTD | +1.6% | -24.4% | +26.0% | +5.8% |
| 1Y | +38.2% | -30.4% | +68.7% | +45.8% |
| 3Y | -5.4% | -17.4% | +12.0% | -4.3% |
| All | +23.4% | -34.6% | +58.0% | +30.9% |
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 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