-100.0%
DFNS vs BIIB
-12.2%
-87.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.2% | -18.2% | -19.4% |
| 7D | -12.7% | +2.7% | -15.3% | -12.6% |
| 30D | -65.2% | +9.4% | -74.6% | -65.1% |
| 3M | -94.6% | +19.9% | -114.5% | -94.5% |
| 6M | -96.2% | +25.6% | -121.9% | -96.2% |
| YTD | -99.6% | +42.3% | -141.9% | -99.6% |
| 1Y | -99.7% | +55.1% | -154.8% | -99.7% |
| 3Y | -100.0% | +11.4% | -111.4% | -100.0% |
| 5Y | -100.0% | -7.4% | -92.6% | -100.0% |
| All | -100.0% | -12.2% | -87.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling