-19.6%
BMRN vs PEGA
-48.2%
+28.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | -3.8% | -6.1% | +2.3% | -3.0% |
| 30D | -6.5% | +6.4% | -12.9% | -7.4% |
| 3M | +11.2% | +2.9% | +8.3% | +10.3% |
| 6M | +5.8% | -23.8% | +29.6% | +8.9% |
| YTD | +8.4% | -41.1% | +49.4% | +15.1% |
| 1Y | +15.7% | -38.2% | +53.9% | +21.7% |
| 3Y | -28.6% | +49.8% | -78.4% | -35.9% |
| 5Y | -19.6% | -48.0% | +28.4% | -8.3% |
| All | -19.6% | -48.2% | +28.6% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling