+1,117.3%
INCY vs PEGA
+1,037.5%
+79.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +8.4% | -4.1% | +12.6% | +9.1% |
| 3M | +0.4% | -2.8% | +3.2% | +0.5% |
| 6M | +22.4% | -0.4% | +22.9% | +21.2% |
| YTD | +22.5% | -45.4% | +67.9% | +32.5% |
| 1Y | +14.8% | -42.6% | +57.4% | +23.0% |
| 3Y | +127.7% | +45.4% | +82.3% | +99.8% |
| 5Y | +84.4% | -44.6% | +129.0% | +82.4% |
| 10Y | +15.7% | +91.2% | -75.4% | -9.4% |
| All | +1,117.3% | +1,037.5% | +79.8% | +344.3% |
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