+2,747.7%
PEG vs BIIB
+8,341.7%
-5,594.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | +2.6% | +1.7% | +0.8% | +2.5% |
| 30D | +3.3% | +12.2% | -8.9% | +2.7% |
| 3M | +1.1% | +22.3% | -21.2% | 0.0% |
| 6M | -1.4% | +30.9% | -32.4% | -2.9% |
| YTD | -4.6% | +43.9% | -48.5% | -6.6% |
| 1Y | -7.2% | +62.1% | -69.3% | -9.7% |
| 3Y | +33.7% | +12.7% | +21.1% | +32.0% |
| 5Y | +40.8% | -5.1% | +46.0% | +39.5% |
| 10Y | +162.8% | -21.9% | +184.7% | +156.7% |
| All | +2,747.7% | +8,341.7% | -5,594.0% | +2,197.3% |
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