-99.6%
DFNS vs BIIB
+68.6%
-168.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.2% | -20.6% | -18.8% |
| 7D | -27.7% | +4.3% | -31.9% | -28.5% |
| 30D | -58.0% | +13.8% | -71.8% | -59.2% |
| 3M | -94.0% | +22.1% | -116.1% | -94.3% |
| 6M | -94.6% | +35.9% | -130.5% | -94.6% |
| YTD | -99.4% | +44.6% | -144.0% | -99.5% |
| 1Y | -99.6% | +70.4% | -170.0% | -99.7% |
| All | -99.6% | +68.6% | -168.3% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling