+474.7%
VRTX vs PEGA
+94.9%
+379.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.2% |
| 7D | 0.0% | -4.6% | +4.6% | +0.8% |
| 30D | +11.8% | -6.8% | +18.6% | +13.0% |
| 3M | +3.2% | +2.6% | +0.7% | +2.4% |
| 6M | +21.0% | -5.4% | +26.4% | +20.9% |
| YTD | +19.7% | -46.0% | +65.7% | +30.5% |
| 1Y | +25.0% | -45.6% | +70.6% | +35.8% |
| 3Y | +45.2% | +43.2% | +2.1% | +24.0% |
| 5Y | +189.7% | -45.3% | +235.0% | +208.0% |
| All | +474.7% | +94.9% | +379.7% | +283.8% |
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 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