+49.7%
INCY vs PEGA
+184.6%
-135.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.7% |
| 7D | -4.2% | -3.0% | -1.2% | -3.7% |
| 30D | +0.6% | +15.9% | -15.3% | -2.0% |
| 3M | +12.6% | +10.8% | +1.8% | +10.1% |
| 6M | +28.3% | -16.5% | +44.8% | +30.8% |
| YTD | +23.0% | -39.0% | +62.0% | +31.5% |
| 1Y | +41.0% | -37.3% | +78.2% | +49.3% |
| 3Y | +88.6% | +59.2% | +29.4% | +58.8% |
| 5Y | +70.8% | -44.9% | +115.7% | +81.4% |
| All | +49.7% | +184.6% | -135.0% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling