+0.6%
BIIB vs PENG
+661.7%
-661.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.3% | -6.6% | +1.8% |
| 7D | +2.4% | -3.8% | +6.1% | +2.3% |
| 30D | +12.9% | -40.1% | +53.0% | +17.2% |
| 3M | +22.6% | -21.8% | +44.4% | +23.4% |
| 6M | +31.7% | +3.3% | +28.4% | +25.6% |
| YTD | +44.8% | +133.6% | -88.8% | +24.8% |
| 1Y | +63.9% | +110.7% | -46.8% | +42.6% |
| 3Y | +13.5% | +204.3% | -190.8% | -9.0% |
| 5Y | -5.6% | +54.4% | -60.0% | -21.8% |
| All | +0.6% | +661.7% | -661.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling