+1,175.5%
INCY vs PEGA
+1,209.2%
-33.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +1.9% | +3.3% | -1.4% | +1.4% |
| 30D | +5.8% | +17.7% | -11.9% | +2.8% |
| 3M | +25.2% | +5.8% | +19.4% | +23.3% |
| 6M | +28.2% | -20.3% | +48.5% | +31.5% |
| YTD | +28.3% | -37.1% | +65.5% | +36.1% |
| 1Y | +48.3% | -30.2% | +78.6% | +53.8% |
| 3Y | +95.9% | +48.1% | +47.8% | +71.7% |
| 5Y | +66.6% | -46.8% | +113.4% | +66.4% |
| 10Y | +54.5% | +191.3% | -136.8% | +12.8% |
| All | +1,175.5% | +1,209.2% | -33.8% | +356.1% |
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