-55.4%
BSX vs PEGA
-30.0%
-25.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +2.0% | +3.3% | -1.2% | +1.7% |
| 30D | +0.1% | +17.7% | -17.6% | -1.8% |
| 3M | -2.1% | +5.8% | -7.9% | -3.7% |
| 6M | -33.8% | -20.3% | -13.5% | -33.2% |
| YTD | -49.9% | -37.1% | -12.7% | -47.8% |
| 1Y | -55.4% | -30.2% | -25.2% | -54.3% |
| All | -55.4% | -30.0% | -25.4% | -54.3% |
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 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