+199.8%
ABBV vs DASH
-9.9%
+209.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | +8.0% | -6.0% | +14.1% | +8.1% |
| 3M | +20.2% | -15.8% | +35.9% | +20.4% |
| 6M | +44.0% | +7.0% | +37.0% | +43.9% |
| YTD | +31.3% | -20.7% | +52.0% | +31.8% |
| 1Y | +37.0% | -8.5% | +45.5% | +37.2% |
| 3Y | +128.0% | +101.8% | +26.2% | +126.5% |
| All | +199.8% | -9.9% | +209.7% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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