+12.5%
BIIB vs PENG
+227.7%
-215.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | +2.7% | +34.6% | -31.9% | +1.7% |
| 30D | +9.4% | -35.9% | +45.4% | +10.5% |
| 3M | +19.9% | -14.7% | +34.6% | +19.7% |
| 6M | +25.6% | +13.5% | +12.1% | +20.5% |
| YTD | +42.3% | +156.1% | -113.8% | +26.3% |
| 1Y | +55.1% | +141.3% | -86.2% | +38.3% |
| All | +12.5% | +227.7% | -215.1% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling