+24.0%
VRTX vs DPZ
-13.7%
+37.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.1% |
| 7D | -1.6% | +2.2% | -3.8% | -1.9% |
| 30D | +8.0% | +15.5% | -7.4% | +5.7% |
| 3M | +4.3% | -2.0% | +6.3% | +4.1% |
| 6M | +18.9% | +12.1% | +6.7% | +16.2% |
| YTD | +18.8% | -16.6% | +35.4% | +20.7% |
| 1Y | +24.0% | -14.6% | +38.5% | +24.1% |
| All | +24.0% | -13.7% | +37.7% | +24.1% |
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 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