+136.8%
DASH vs BBIO
+167.2%
-30.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.9% |
| 7D | -12.8% | -0.5% | -12.3% | -12.7% |
| 30D | -6.0% | -10.1% | +4.1% | -4.2% |
| 3M | +26.7% | +12.4% | +14.3% | +23.5% |
| 6M | +11.7% | +15.9% | -4.2% | +7.7% |
| YTD | -12.9% | -0.5% | -12.4% | -13.9% |
| 1Y | -23.1% | +42.2% | -65.3% | -29.7% |
| All | +136.8% | +167.2% | -30.4% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling