+205.1%
NBIX vs PEGA
+184.6%
+20.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +0.4% | -3.0% | +3.4% | +0.9% |
| 30D | -0.2% | +15.9% | -16.1% | -3.0% |
| 3M | -4.0% | +10.8% | -14.8% | -6.5% |
| 6M | +20.6% | -16.5% | +37.1% | +23.1% |
| YTD | +10.1% | -39.0% | +49.2% | +18.4% |
| 1Y | +8.8% | -37.3% | +46.1% | +15.8% |
| 3Y | +42.5% | +59.2% | -16.7% | +17.9% |
| 5Y | +61.5% | -44.9% | +106.4% | +75.4% |
| All | +205.1% | +184.6% | +20.5% | +127.3% |
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 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