-31.8%
BMRN vs PEGA
+184.6%
-216.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | -6.5% | +15.9% | -22.4% | -9.4% |
| 3M | +18.3% | +10.8% | +7.4% | +15.0% |
| 6M | +8.9% | -16.5% | +25.4% | +11.6% |
| YTD | +10.5% | -39.0% | +49.5% | +19.9% |
| 1Y | +17.5% | -37.3% | +54.7% | +26.2% |
| 3Y | -27.7% | +59.2% | -86.9% | -40.7% |
| 5Y | -15.8% | -44.9% | +29.1% | -9.2% |
| All | -31.8% | +184.6% | -216.4% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling