+42.9%
INCY vs PEGA
-37.1%
+80.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.1% | -2.3% |
| 7D | -3.7% | -5.3% | +1.6% | -3.3% |
| 30D | +1.8% | +8.3% | -6.5% | +1.3% |
| 3M | +17.0% | +8.9% | +8.0% | +15.6% |
| 6M | +28.4% | -19.7% | +48.1% | +29.0% |
| YTD | +24.8% | -39.9% | +64.7% | +27.0% |
| 1Y | +42.9% | -36.4% | +79.3% | +44.8% |
| All | +42.9% | -37.1% | +80.1% | +44.8% |
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