+27.3%
BMY vs DASH
-9.9%
+37.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.6% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.1% | -6.0% | +10.1% | +4.2% |
| 3M | -3.1% | -15.8% | +12.6% | -2.8% |
| 6M | +11.0% | +7.0% | +4.1% | +10.9% |
| YTD | +19.1% | -20.7% | +39.8% | +19.6% |
| 1Y | +37.8% | -8.5% | +46.3% | +37.8% |
| 3Y | +34.2% | +101.8% | -67.6% | +31.1% |
| All | +27.3% | -9.9% | +37.2% | +23.4% |
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