+176.2%
BBIO vs PEGA
+1.2%
+175.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +3.9% | +2.7% |
| 7D | -0.5% | -6.1% | +5.6% | +2.2% |
| 30D | -10.1% | +6.4% | -16.5% | -13.2% |
| 3M | +12.4% | +2.9% | +9.5% | +8.1% |
| 6M | +15.9% | -23.8% | +39.7% | +26.6% |
| YTD | -0.5% | -41.1% | +40.5% | +20.2% |
| 1Y | +42.2% | -38.2% | +80.4% | +64.5% |
| 3Y | +167.8% | +49.8% | +117.9% | +60.7% |
| 5Y | +49.6% | -48.0% | +97.6% | +57.0% |
| All | +176.2% | +1.2% | +175.0% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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