+29.4%
BMY vs DASH
-1.3%
+30.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.6% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +4.1% | -6.0% | +10.1% | +4.2% |
| 3M | -2.1% | -15.8% | +13.6% | -1.8% |
| 6M | +12.2% | +7.0% | +5.2% | +12.0% |
| YTD | +20.3% | -20.7% | +41.0% | +20.8% |
| 1Y | +39.2% | -8.5% | +47.7% | +39.2% |
| 3Y | +35.6% | +101.8% | -66.2% | +32.4% |
| 5Y | +28.6% | -9.6% | +38.1% | +26.5% |
| All | +29.4% | -1.3% | +30.7% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling