+474.7%
VRTX vs DPZ
+134.3%
+340.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | +11.8% | +12.5% | -0.7% | +9.1% |
| 3M | +3.2% | -5.2% | +8.4% | +4.1% |
| 6M | +21.0% | +8.8% | +12.3% | +18.4% |
| YTD | +19.7% | -18.7% | +38.3% | +23.8% |
| 1Y | +25.0% | -15.7% | +40.7% | +28.3% |
| 3Y | +45.2% | -7.5% | +52.7% | +44.6% |
| 5Y | +189.7% | -30.1% | +219.8% | +201.5% |
| All | +474.7% | +134.3% | +340.4% | +342.0% |
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