+278.4%
BSX vs PEGA
+1,037.5%
-759.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +3.1% | -4.1% | +7.3% | +3.5% |
| 3M | -14.2% | -2.8% | -11.4% | -14.1% |
| 6M | -16.4% | -0.4% | -16.0% | -16.7% |
| YTD | -53.5% | -45.4% | -8.1% | -51.1% |
| 1Y | -57.8% | -42.6% | -15.1% | -55.8% |
| 3Y | -17.4% | +45.4% | -62.9% | -23.1% |
| 5Y | +5.4% | -44.6% | +50.0% | +5.4% |
| 10Y | +106.2% | +91.2% | +15.0% | +83.6% |
| All | +278.4% | +1,037.5% | -759.1% | +127.3% |
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 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