-100.0%
DFNS vs BIIB
+13.5%
-113.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.7% | +12.7% |
| 7D | -13.0% | -0.4% | -12.6% | -13.1% |
| 30D | -56.9% | +10.5% | -67.3% | -56.2% |
| 3M | -93.2% | +24.3% | -117.5% | -93.0% |
| 6M | -95.4% | +28.0% | -123.5% | -95.2% |
| YTD | -99.5% | +44.0% | -143.5% | -99.5% |
| 1Y | -99.6% | +58.8% | -158.5% | -99.6% |
| All | -100.0% | +13.5% | -113.5% | -100.0% |
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 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