+17.2%
BMRN vs PEGA
-30.0%
+47.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +2.9% | +3.3% | -0.4% | +2.5% |
| 30D | +11.0% | +17.7% | -6.7% | +8.8% |
| 3M | +17.8% | +5.8% | +12.0% | +16.2% |
| 6M | +10.1% | -20.3% | +30.3% | +11.7% |
| YTD | +11.9% | -37.1% | +49.1% | +18.8% |
| 1Y | +17.2% | -30.2% | +47.4% | +22.0% |
| All | +17.2% | -30.0% | +47.2% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling