+7.4%
DASH vs BIIB
-33.3%
+40.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.2% |
| 7D | -10.6% | +1.1% | -11.6% | -10.8% |
| 30D | +2.2% | +6.9% | -4.7% | +0.3% |
| 3M | +32.3% | +12.4% | +19.9% | +27.5% |
| 6M | +19.1% | +16.3% | +2.9% | +13.2% |
| YTD | -6.5% | +25.5% | -32.0% | -14.0% |
| 1Y | -14.9% | +57.8% | -72.7% | -28.0% |
| 3Y | +151.9% | -17.3% | +169.3% | +167.6% |
| All | +7.4% | -33.3% | +40.8% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling