-27.7%
BMRN vs PEGA
+54.2%
-82.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.3% |
| 3M | +18.3% | +10.8% | +7.4% | +16.2% |
| 6M | +8.9% | -16.5% | +25.4% | +10.5% |
| YTD | +10.5% | -39.0% | +49.5% | +16.4% |
| 1Y | +17.5% | -37.3% | +54.7% | +22.9% |
| 3Y | -27.7% | +59.2% | -86.9% | -36.4% |
| All | -27.7% | +54.2% | -82.0% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling