-8.9%
DASH vs BBIO
+36.7%
-45.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | -4.1% | +5.3% | -9.3% | -5.1% |
| 30D | -10.6% | +23.5% | -34.1% | -14.2% |
| 3M | -18.8% | -6.8% | -12.0% | -17.8% |
| 6M | +11.2% | +18.5% | -7.3% | +6.8% |
| YTD | -23.8% | +2.2% | -26.0% | -25.4% |
| 1Y | -12.2% | +18.0% | -30.2% | -16.5% |
| 3Y | +97.3% | +188.5% | -91.1% | +49.6% |
| 5Y | -29.8% | +63.3% | -93.1% | -62.1% |
| All | -8.9% | +36.7% | -45.7% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling