-28.8%
BIIB vs PEGA
+180.6%
-209.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.3% | +1.9% |
| 7D | -4.0% | -5.3% | +1.3% | -3.2% |
| 30D | +5.7% | +8.3% | -2.6% | +4.2% |
| 3M | +10.9% | +8.9% | +2.0% | +8.9% |
| 6M | +14.3% | -19.7% | +34.1% | +17.3% |
| YTD | +22.4% | -39.9% | +62.3% | +31.1% |
| 1Y | +51.1% | -36.4% | +87.4% | +59.3% |
| 3Y | -16.8% | +52.8% | -69.6% | -30.9% |
| 5Y | -28.1% | -45.7% | +17.5% | -25.5% |
| All | -28.8% | +180.6% | -209.4% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling