+25.6%
BIIB vs PEGA
-6.5%
+32.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.2% | -1.4% |
| 7D | +2.7% | -4.6% | +7.2% | +3.4% |
| 30D | +9.4% | -6.8% | +16.2% | +10.6% |
| 3M | +19.9% | +2.6% | +17.4% | +19.7% |
| 6M | +25.6% | -5.4% | +31.0% | +20.5% |
| All | +25.6% | -6.5% | +32.1% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling