+5.1%
BSX vs DASH
-24.3%
+29.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.7% |
| 7D | -1.0% | -4.1% | +3.1% | -0.5% |
| 30D | +2.1% | -10.6% | +12.7% | +3.4% |
| 3M | -14.0% | -18.8% | +4.7% | -12.1% |
| 6M | -18.3% | +11.2% | -29.5% | -19.7% |
| YTD | -53.6% | -23.8% | -29.8% | -52.5% |
| 1Y | -57.6% | -12.2% | -45.4% | -57.3% |
| 3Y | -14.3% | +97.3% | -111.6% | -21.9% |
| 5Y | +5.1% | -29.8% | +34.9% | +3.3% |
| All | +5.1% | -24.3% | +29.3% | +3.3% |
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