+200.6%
ABBV vs DASH
-20.3%
+220.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +2.8% | -2.8% | +5.5% | +2.8% |
| 30D | +7.0% | -9.3% | +16.2% | +7.0% |
| 3M | +19.2% | -15.1% | +34.3% | +19.4% |
| 6M | +47.8% | +8.7% | +39.0% | +47.7% |
| YTD | +32.5% | -21.3% | +53.8% | +33.0% |
| 1Y | +38.4% | -12.7% | +51.1% | +38.7% |
| 3Y | +134.3% | +103.8% | +30.5% | +133.0% |
| 5Y | +200.6% | -16.8% | +217.4% | +188.4% |
| All | +200.6% | -20.3% | +220.9% | +188.4% |
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