+56.2%
BIIB vs PENG
+108.1%
-51.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -1.5% |
| 7D | +1.1% | +4.5% | -3.5% | +1.1% |
| 30D | +6.9% | -7.1% | +14.0% | +6.7% |
| 3M | +12.4% | -27.3% | +39.7% | +12.2% |
| 6M | +16.3% | +169.6% | -153.3% | +8.4% |
| YTD | +25.5% | +164.6% | -139.1% | +16.2% |
| All | +56.2% | +108.1% | -51.9% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling