+50.0%
BMY vs DASH
-14.9%
+64.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.8% | -2.0% |
| 7D | +0.4% | -10.6% | +10.9% | +0.1% |
| 30D | +5.0% | +2.2% | +2.9% | +5.1% |
| 3M | +19.4% | +32.3% | -12.9% | +20.8% |
| 6M | +9.5% | +19.1% | -9.6% | +10.2% |
| YTD | +28.1% | -6.5% | +34.6% | +27.0% |
| 1Y | +50.0% | -14.9% | +64.9% | +46.6% |
| All | +50.0% | -14.9% | +64.9% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling