+37.3%
BMY vs DASH
-12.8%
+50.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -1.4% | -4.8% | +3.4% | -1.3% |
| 30D | +5.1% | -7.9% | +13.0% | +5.2% |
| 3M | -3.0% | -16.3% | +13.3% | -2.8% |
| 6M | +13.1% | +10.4% | +2.7% | +13.9% |
| YTD | +20.3% | -20.1% | +40.4% | +20.2% |
| All | +37.3% | -12.8% | +50.1% | +38.7% |
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 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