+7,261.0%
BIIB vs PEGA
+1,209.2%
+6,051.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | +1.1% | +3.3% | -2.2% | +0.7% |
| 30D | +6.9% | +17.7% | -10.9% | +4.8% |
| 3M | +12.4% | +5.8% | +6.6% | +11.3% |
| 6M | +16.3% | -20.3% | +36.5% | +18.4% |
| YTD | +25.5% | -37.1% | +62.6% | +30.6% |
| 1Y | +57.8% | -30.2% | +88.0% | +61.8% |
| 3Y | -17.3% | +48.1% | -65.5% | -24.5% |
| 5Y | -33.8% | -46.8% | +13.0% | -33.9% |
| 10Y | -29.6% | +191.3% | -220.9% | -42.2% |
| All | +7,261.0% | +1,209.2% | +6,051.8% | +3,606.1% |
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