+307.9%
BSX vs PEGA
+1,209.2%
-901.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | -2.1% | +5.8% | -7.9% | -3.0% |
| 6M | -33.8% | -20.3% | -13.5% | -32.7% |
| YTD | -49.9% | -37.1% | -12.7% | -48.0% |
| 1Y | -55.4% | -30.2% | -25.2% | -54.4% |
| 3Y | -10.9% | +48.1% | -59.0% | -17.2% |
| 5Y | +6.4% | -46.8% | +53.2% | +6.9% |
| 10Y | +97.0% | +191.3% | -94.3% | +68.9% |
| All | +307.9% | +1,209.2% | -901.3% | +141.7% |
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