-99.9%
DFNS vs BIIB
-18.3%
-81.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -1.4% |
| 7D | +0.8% | -1.6% | +2.4% | +0.6% |
| 30D | -73.2% | +2.2% | -75.4% | -73.1% |
| 3M | -72.4% | +10.3% | -82.8% | -71.5% |
| 6M | -95.2% | +14.9% | -110.2% | -95.0% |
| YTD | -98.0% | +20.7% | -118.7% | -97.8% |
| 1Y | -98.3% | +50.3% | -148.6% | -98.0% |
| All | -99.9% | -18.3% | -81.6% | -99.9% |
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