+8,346.7%
BIIB vs PEGA
+1,037.5%
+7,309.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +20.3% | -2.8% | +23.1% | +20.5% |
| 6M | +23.9% | -0.4% | +24.3% | +23.2% |
| YTD | +44.0% | -45.4% | +89.4% | +52.0% |
| 1Y | +53.8% | -42.6% | +96.4% | +61.4% |
| 3Y | +13.8% | +45.4% | -31.6% | +4.1% |
| 5Y | -6.3% | -44.6% | +38.3% | -7.0% |
| 10Y | -20.6% | +91.2% | -111.8% | -31.9% |
| All | +8,346.7% | +1,037.5% | +7,309.2% | +4,214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling