-5.9%
DASH vs BIIB
+2.1%
-8.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -2.8% | +1.7% | -4.5% | -3.1% |
| 30D | -9.3% | +12.2% | -21.5% | -11.6% |
| 3M | -15.1% | +22.3% | -37.3% | -18.9% |
| 6M | +8.7% | +30.9% | -22.2% | +1.6% |
| YTD | -21.3% | +43.9% | -65.2% | -28.8% |
| 1Y | -12.7% | +62.1% | -74.7% | -23.5% |
| 3Y | +103.8% | +12.7% | +91.1% | +93.1% |
| 5Y | -16.8% | -5.1% | -11.7% | -20.6% |
| All | -5.9% | +2.1% | -8.1% | -27.3% |
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