+188.2%
VRTX vs DPZ
-28.5%
+216.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.2% |
| 7D | -1.6% | +2.2% | -3.8% | -1.9% |
| 30D | +8.0% | +15.5% | -7.4% | +5.4% |
| 3M | +4.3% | -2.0% | +6.3% | +4.4% |
| 6M | +18.9% | +12.1% | +6.7% | +16.1% |
| YTD | +18.8% | -16.6% | +35.4% | +21.6% |
| 1Y | +24.0% | -14.6% | +38.5% | +26.3% |
| 3Y | +42.1% | -4.1% | +46.3% | +41.9% |
| All | +188.2% | -28.5% | +216.8% | +182.9% |
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