+188.2%
VRTX vs PEGA
-44.5%
+232.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.8% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +8.0% | -4.1% | +12.2% | +8.4% |
| 3M | +4.3% | -2.8% | +7.1% | +4.4% |
| 6M | +18.9% | -0.4% | +19.3% | +18.4% |
| YTD | +18.8% | -45.4% | +64.2% | +24.0% |
| 1Y | +24.0% | -42.6% | +66.6% | +28.7% |
| 3Y | +42.1% | +45.4% | -3.3% | +33.6% |
| All | +188.2% | -44.5% | +232.7% | +173.6% |
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