0.0%
BIIB vs PENG
+644.0%
-644.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +1.7% | -16.1% | +17.8% | +2.9% |
| 30D | +12.2% | -41.5% | +53.7% | +16.6% |
| 3M | +22.3% | -19.1% | +41.4% | +22.7% |
| 6M | +30.9% | +0.9% | +30.0% | +25.1% |
| YTD | +43.9% | +128.2% | -84.3% | +24.3% |
| 1Y | +62.1% | +98.6% | -36.5% | +41.9% |
| 3Y | +12.7% | +188.2% | -175.5% | -9.1% |
| 5Y | -5.1% | +55.5% | -60.6% | -21.5% |
| All | 0.0% | +644.0% | -644.0% | -35.8% |
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