+47.8%
BIIB vs PEGA
-38.4%
+86.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.7% |
| 7D | -5.4% | -6.1% | +0.8% | -5.0% |
| 30D | +1.7% | +6.4% | -4.7% | +1.4% |
| 3M | +5.8% | +2.9% | +2.9% | +4.9% |
| 6M | +11.9% | -23.8% | +35.8% | +11.4% |
| YTD | +19.7% | -41.1% | +60.8% | +20.5% |
| All | +47.8% | -38.4% | +86.1% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling