+814.8%
BMY vs PEGA
+1,209.2%
-394.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +0.4% | +3.3% | -2.9% | +0.2% |
| 30D | +5.0% | +17.7% | -12.7% | +3.9% |
| 3M | +19.4% | +5.8% | +13.6% | +18.7% |
| 6M | +9.5% | -20.3% | +29.8% | +10.6% |
| YTD | +28.1% | -37.1% | +65.2% | +31.0% |
| 1Y | +50.0% | -30.2% | +80.2% | +52.1% |
| 3Y | +24.1% | +48.1% | -24.0% | +18.0% |
| 5Y | +25.0% | -46.8% | +71.8% | +24.8% |
| 10Y | +68.7% | +191.3% | -122.7% | +49.9% |
| All | +814.8% | +1,209.2% | -394.4% | +543.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling