+153.0%
DASH vs BIIB
-18.0%
+171.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.5% |
| 7D | -10.6% | +1.1% | -11.6% | -10.6% |
| 30D | +2.2% | +6.9% | -4.7% | +1.8% |
| 3M | +32.3% | +12.4% | +19.9% | +31.5% |
| 6M | +19.1% | +16.3% | +2.9% | +18.0% |
| YTD | -6.5% | +25.5% | -32.0% | -8.1% |
| 1Y | -14.9% | +57.8% | -72.7% | -18.4% |
| All | +153.0% | -18.0% | +171.1% | +159.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling