-17.4%
BSX vs DASH
+97.8%
-115.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +3.7% | -4.5% | +8.3% | +4.5% |
| 30D | +3.1% | -6.8% | +9.9% | +4.2% |
| 3M | -14.2% | -20.7% | +6.5% | -11.3% |
| 6M | -16.4% | +15.1% | -31.5% | -18.7% |
| YTD | -53.5% | -24.3% | -29.2% | -51.8% |
| 1Y | -57.8% | -12.1% | -45.6% | -57.4% |
| 3Y | -17.4% | +91.1% | -108.5% | -22.2% |
| All | -17.4% | +97.8% | -115.3% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling