+6.1%
DASH vs BBIO
+26.8%
-20.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +2.8% |
| 7D | -9.4% | -3.9% | -5.6% | -8.8% |
| 30D | -5.2% | -13.4% | +8.2% | -2.6% |
| 3M | +33.1% | +7.6% | +25.6% | +30.7% |
| 6M | +18.3% | -2.4% | +20.8% | +18.0% |
| YTD | -11.2% | -5.2% | -6.0% | -11.7% |
| 1Y | -21.9% | +36.9% | -58.8% | -28.2% |
| 3Y | +144.7% | +155.2% | -10.5% | +89.6% |
| 5Y | -4.4% | +44.0% | -48.4% | -47.3% |
| All | +6.1% | +26.8% | -20.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 10y: compounded portfolio wealth divided by compounded BBIO 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…
10y analysis · Full analysis span regression · 6 months rolling