-32.5%
BIIB vs PENG
+115.2%
-147.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -2.1% |
| 7D | +1.1% | +4.5% | -3.5% | +0.7% |
| 30D | +6.9% | -7.1% | +14.0% | +7.3% |
| 3M | +12.4% | -27.3% | +39.7% | +13.5% |
| 6M | +16.3% | +169.6% | -153.3% | 0.0% |
| YTD | +25.5% | +164.6% | -139.1% | +7.8% |
| 1Y | +57.8% | +109.5% | -51.7% | +38.7% |
| 3Y | -17.3% | +98.9% | -116.3% | -31.1% |
| All | -32.5% | +115.2% | -147.7% | -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 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