-4.5%
DASH vs BIIB
+2.8%
-7.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.1% |
| 7D | -4.8% | +2.4% | -7.1% | -5.2% |
| 30D | -7.9% | +12.9% | -20.8% | -10.4% |
| 3M | -16.3% | +22.6% | -38.9% | -20.2% |
| 6M | +10.4% | +31.7% | -21.4% | +3.0% |
| YTD | -20.1% | +44.8% | -64.9% | -27.8% |
| 1Y | -11.4% | +63.9% | -75.3% | -22.6% |
| 3Y | +114.1% | +13.5% | +100.6% | +102.5% |
| 5Y | -5.8% | -5.6% | -0.1% | -10.1% |
| All | -4.5% | +2.8% | -7.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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