+73.4%
INCY vs PEGA
-48.2%
+121.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.5% |
| 7D | -2.2% | -6.1% | +3.9% | -1.6% |
| 30D | +3.7% | +6.4% | -2.7% | +2.9% |
| 3M | +22.1% | +2.9% | +19.2% | +21.2% |
| 6M | +29.8% | -23.8% | +53.6% | +32.5% |
| YTD | +27.6% | -41.1% | +68.6% | +33.2% |
| 1Y | +47.2% | -38.2% | +85.4% | +52.6% |
| 3Y | +97.0% | +49.8% | +47.1% | +81.8% |
| 5Y | +73.4% | -48.0% | +121.4% | +71.4% |
| All | +73.4% | -48.2% | +121.5% | +71.4% |
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