+2,705.3%
PEG vs BIIB
+6,983.3%
-4,278.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.9% |
| 7D | +1.0% | -1.6% | +2.7% | +1.1% |
| 30D | -1.9% | +2.2% | -4.1% | -2.0% |
| 3M | -3.7% | +10.3% | -14.0% | -4.2% |
| 6M | -9.4% | +14.9% | -24.4% | -10.2% |
| YTD | -6.0% | +20.7% | -26.7% | -7.1% |
| 1Y | -4.4% | +50.3% | -54.7% | -6.6% |
| 3Y | +33.5% | -18.0% | +51.5% | +34.0% |
| 5Y | +35.7% | -33.9% | +69.7% | +36.9% |
| 10Y | +140.4% | -30.9% | +171.4% | +136.3% |
| All | +2,705.3% | +6,983.3% | -4,278.0% | +2,184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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