-53.6%
BSX vs PEGA
-44.4%
-9.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +8.0% | -2.9% | +10.8% | +8.4% |
| 30D | +8.1% | -0.5% | +8.6% | +8.1% |
| 3M | -6.7% | +8.5% | -15.2% | -7.4% |
| 6M | -19.4% | -6.3% | -13.1% | -20.0% |
| YTD | -51.9% | -42.2% | -9.8% | -50.5% |
| 1Y | -53.6% | -43.4% | -10.2% | -52.0% |
| All | -53.6% | -44.4% | -9.2% | -52.0% |
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