-6.8%
BIIB vs PEGA
-44.5%
+37.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +1.0% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +8.8% | -4.1% | +13.0% | +9.2% |
| 3M | +20.3% | -2.8% | +23.1% | +20.5% |
| 6M | +23.9% | -0.4% | +24.3% | +23.3% |
| YTD | +44.0% | -45.4% | +89.4% | +51.3% |
| 1Y | +53.8% | -42.6% | +96.4% | +60.6% |
| 3Y | +13.8% | +45.4% | -31.6% | +1.2% |
| All | -6.8% | -44.5% | +37.7% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling