+184.1%
VRTX vs DPZ
-28.9%
+213.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | +0.8% | -2.5% | +3.4% | +1.2% |
| 30D | +12.6% | -7.0% | +19.6% | +13.9% |
| 3M | +23.6% | +11.6% | +12.0% | +21.0% |
| 6M | +14.3% | -15.2% | +29.5% | +16.9% |
| YTD | +20.5% | -17.2% | +37.7% | +23.7% |
| 1Y | +37.6% | -24.8% | +62.4% | +43.6% |
| 3Y | +55.5% | -8.7% | +64.2% | +56.3% |
| All | +184.1% | -28.9% | +213.0% | +180.7% |
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