-10.3%
BSX vs DASH
+152.1%
-162.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.5% |
| 7D | +2.0% | -10.6% | +12.6% | +3.7% |
| 30D | +0.1% | +2.2% | -2.0% | -0.3% |
| 3M | -2.1% | +32.3% | -34.4% | -6.5% |
| 6M | -33.8% | +19.1% | -52.9% | -35.9% |
| YTD | -49.9% | -6.5% | -43.4% | -49.7% |
| 1Y | -55.4% | -14.9% | -40.6% | -54.9% |
| All | -10.3% | +152.1% | -162.4% | -25.1% |
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