-16.1%
BIIB vs PENG
+755.0%
-771.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.7% |
| 7D | -1.6% | +7.8% | -9.4% | -2.4% |
| 30D | +2.2% | -12.2% | +14.4% | +3.2% |
| 3M | +10.3% | -20.6% | +30.9% | +10.7% |
| 6M | +14.9% | +180.9% | -166.0% | -1.1% |
| YTD | +20.7% | +162.3% | -141.5% | +4.4% |
| 1Y | +50.3% | +107.3% | -56.9% | +32.8% |
| 3Y | -18.0% | +110.8% | -128.7% | -31.5% |
| 5Y | -33.9% | +117.8% | -151.7% | -46.5% |
| All | -16.1% | +755.0% | -771.1% | -46.1% |
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