-99.9%
DFNS vs BBIO
+141.7%
-241.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.3% | +1.4% |
| 7D | -3.3% | -3.9% | +0.5% | -3.4% |
| 30D | -73.1% | -13.4% | -59.7% | -73.2% |
| 3M | -71.4% | +7.6% | -78.9% | -71.3% |
| 6M | -93.8% | -2.4% | -91.4% | -93.9% |
| YTD | -98.0% | -5.2% | -92.8% | -98.0% |
| 1Y | -98.2% | +36.9% | -135.1% | -98.1% |
| 3Y | -99.9% | +155.2% | -255.1% | -99.9% |
| 5Y | -99.9% | +44.0% | -143.9% | -99.9% |
| All | -99.9% | +141.7% | -241.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 all: compounded portfolio wealth divided by compounded BBIO 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…
all analysis · Full analysis span regression · 6 months rolling