-18.0%
BIIB vs PEGA
+48.1%
-66.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -3.5% |
| 7D | -1.6% | -2.4% | +0.8% | -1.5% |
| 30D | +2.2% | +9.6% | -7.4% | +1.6% |
| 3M | +10.3% | +2.3% | +8.0% | +9.8% |
| 6M | +14.9% | -23.9% | +38.8% | +16.0% |
| YTD | +20.7% | -39.8% | +60.5% | +23.3% |
| 1Y | +50.3% | -37.4% | +87.7% | +52.9% |
| 3Y | -18.0% | +53.1% | -71.1% | -22.4% |
| All | -18.0% | +48.1% | -66.0% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling