-9.5%
DASH vs BBIO
+37.0%
-46.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -4.5% | +5.4% | -9.9% | -5.6% |
| 30D | -6.8% | +20.6% | -27.4% | -10.1% |
| 3M | -20.7% | -3.6% | -17.1% | -20.2% |
| 6M | +15.1% | +14.1% | +0.9% | +11.4% |
| YTD | -24.3% | +2.4% | -26.6% | -25.9% |
| 1Y | -12.1% | +20.4% | -32.5% | -16.8% |
| 3Y | +91.1% | +184.5% | -93.5% | +45.3% |
| 5Y | -30.3% | +63.5% | -93.8% | -62.4% |
| All | -9.5% | +37.0% | -46.5% | -49.3% |
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