+11.7%
DASH vs BBIO
+30.9%
-19.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.5% |
| 7D | -10.6% | -2.3% | -8.3% | -10.1% |
| 30D | +2.2% | -8.7% | +10.9% | +3.9% |
| 3M | +32.3% | +11.2% | +21.1% | +29.1% |
| 6M | +19.1% | +12.5% | +6.6% | +15.2% |
| YTD | -6.5% | -2.2% | -4.4% | -7.6% |
| 1Y | -14.9% | +44.4% | -59.3% | -22.6% |
| 3Y | +151.9% | +144.7% | +7.2% | +97.0% |
| 5Y | +9.4% | +45.0% | -35.5% | -39.7% |
| All | +11.7% | +30.9% | -19.2% | -36.8% |
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