-1.0%
BSX vs PEGA
-48.2%
+47.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.2% |
| 7D | -7.0% | -6.1% | -0.9% | -6.3% |
| 30D | -10.9% | +6.4% | -17.3% | -11.7% |
| 3M | -8.2% | +2.9% | -11.1% | -8.9% |
| 6M | -37.5% | -23.8% | -13.6% | -35.8% |
| YTD | -52.8% | -41.1% | -11.8% | -50.3% |
| 1Y | -58.4% | -38.2% | -20.2% | -56.5% |
| 3Y | -16.5% | +49.8% | -66.4% | -23.9% |
| 5Y | -1.0% | -48.0% | +47.0% | +19.4% |
| All | -1.0% | -48.2% | +47.2% | +19.4% |
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 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