+33.8%
VRTX vs DPZ
-26.3%
+60.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | -3.4% | -1.5% | -2.0% | -3.2% |
| 30D | +6.6% | -4.4% | +11.0% | +7.2% |
| 3M | +19.4% | +7.6% | +11.8% | +17.8% |
| 6M | +15.8% | -16.9% | +32.8% | +17.9% |
| YTD | +16.7% | -18.6% | +35.3% | +19.4% |
| 1Y | +33.8% | -26.7% | +60.5% | +43.9% |
| All | +33.8% | -26.3% | +60.2% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling