+28.1%
BMY vs DASH
-1.3%
+29.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -3.1% | -15.8% | +12.6% | -2.8% |
| 6M | +11.0% | +7.0% | +4.1% | +10.8% |
| 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% | +31.0% |
| 5Y | +27.2% | -9.6% | +36.8% | +25.2% |
| All | +28.1% | -1.3% | +29.4% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling