+25.8%
BMY vs DASH
+8.6%
+17.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.8% | -1.8% |
| 7D | +0.4% | -10.6% | +10.9% | +0.6% |
| 30D | +5.0% | +2.2% | +2.9% | +5.0% |
| 3M | +19.4% | +32.3% | -12.9% | +18.7% |
| 6M | +9.5% | +19.1% | -9.6% | +9.0% |
| YTD | +28.1% | -6.5% | +34.6% | +28.1% |
| 1Y | +50.0% | -14.9% | +64.9% | +50.3% |
| 3Y | +24.1% | +151.9% | -127.9% | +20.6% |
| All | +25.8% | +8.6% | +17.2% | +23.6% |
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 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