+17.5%
BMRN vs PEGA
-36.0%
+53.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -1.3% | -3.0% | +1.7% | -0.9% |
| 30D | -6.5% | +15.9% | -22.4% | -8.2% |
| 3M | +18.3% | +10.8% | +7.4% | +16.2% |
| 6M | +8.9% | -16.5% | +25.4% | +10.0% |
| YTD | +10.5% | -39.0% | +49.5% | +17.7% |
| 1Y | +17.5% | -37.3% | +54.7% | +24.7% |
| All | +17.5% | -36.0% | +53.5% | +24.7% |
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