-8.9%
DASH vs BIIB
+1.0%
-9.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | -4.1% | +2.7% | -6.8% | -4.7% |
| 30D | -10.6% | +9.4% | -20.0% | -12.4% |
| 3M | -18.8% | +19.9% | -38.7% | -22.1% |
| 6M | +11.2% | +25.6% | -14.4% | +5.0% |
| YTD | -23.8% | +42.3% | -66.1% | -30.8% |
| 1Y | -12.2% | +55.1% | -67.3% | -22.2% |
| 3Y | +97.3% | +11.4% | +85.9% | +87.4% |
| 5Y | -29.8% | -7.4% | -22.5% | -32.8% |
| All | -8.9% | +1.0% | -9.9% | -29.4% |
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