-2.0%
BIIB vs PENG
+597.2%
-599.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.4% | -10.6% | +0.7% |
| 7D | -2.1% | -19.4% | +17.4% | -0.6% |
| 30D | +11.8% | -42.4% | +54.2% | +16.4% |
| 3M | +20.4% | -25.6% | +46.0% | +21.8% |
| 6M | +30.2% | +7.3% | +23.0% | +23.4% |
| YTD | +41.1% | +113.9% | -72.7% | +22.6% |
| 1Y | +58.4% | +93.6% | -35.1% | +38.9% |
| 3Y | -0.1% | +170.2% | -170.3% | -18.9% |
| 5Y | -10.9% | +44.2% | -55.1% | -25.7% |
| All | -2.0% | +597.2% | -599.1% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling