-8.9%
BIIB vs PENG
+42.1%
-51.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.4% | -10.6% | +0.9% |
| 7D | -2.1% | -19.4% | +17.4% | -0.9% |
| 30D | +11.8% | -42.4% | +54.2% | +15.5% |
| 3M | +20.4% | -25.6% | +46.0% | +21.4% |
| 6M | +30.2% | +7.3% | +23.0% | +22.7% |
| YTD | +41.1% | +113.9% | -72.7% | +21.5% |
| 1Y | +58.4% | +93.6% | -35.1% | +37.8% |
| 3Y | -0.1% | +170.2% | -170.3% | -21.2% |
| All | -8.9% | +42.1% | -51.0% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling