+470.4%
VRTX vs DPZ
+140.2%
+330.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.3% |
| 7D | -1.6% | +2.2% | -3.8% | -2.0% |
| 30D | +8.0% | +15.5% | -7.4% | +4.8% |
| 3M | +4.3% | -2.0% | +6.3% | +4.5% |
| 6M | +18.9% | +12.1% | +6.7% | +15.5% |
| YTD | +18.8% | -16.6% | +35.4% | +22.3% |
| 1Y | +24.0% | -14.6% | +38.5% | +26.9% |
| 3Y | +42.1% | -4.1% | +46.3% | +40.5% |
| 5Y | +187.6% | -28.3% | +215.9% | +197.7% |
| All | +470.4% | +140.2% | +330.2% | +336.4% |
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