+218.3%
NBIX vs PENG
+762.7%
-544.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -2.4% |
| 7D | +1.0% | +4.5% | -3.5% | +0.5% |
| 30D | -3.6% | -7.1% | +3.5% | -3.1% |
| 3M | -7.0% | -27.3% | +20.3% | -5.6% |
| 6M | +16.6% | +169.6% | -152.9% | -0.8% |
| YTD | +9.7% | +164.6% | -154.9% | -6.9% |
| 1Y | +10.9% | +109.5% | -98.6% | -3.6% |
| 3Y | +40.7% | +98.9% | -58.2% | +16.5% |
| 5Y | +62.3% | +116.3% | -53.9% | +28.4% |
| All | +218.3% | +762.7% | -544.3% | +98.4% |
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