+58.4%
BIIB vs PENG
+88.9%
-30.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.4% | -10.6% | +2.0% |
| 7D | -2.1% | -19.4% | +17.4% | -2.5% |
| 30D | +11.8% | -42.4% | +54.2% | +10.4% |
| 3M | +20.4% | -25.6% | +46.0% | +19.7% |
| 6M | +30.2% | +7.3% | +23.0% | +26.3% |
| YTD | +41.1% | +113.9% | -72.7% | +32.3% |
| 1Y | +58.4% | +93.6% | -35.1% | +48.8% |
| All | +58.4% | +88.9% | -30.5% | +48.8% |
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 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