+184.6%
VRTX vs PEGA
-45.3%
+229.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.2% |
| 7D | -2.1% | -4.5% | +2.4% | -1.7% |
| 30D | +8.2% | -5.7% | +13.9% | +8.7% |
| 3M | +13.0% | +2.6% | +10.5% | +12.6% |
| 6M | +27.9% | -10.6% | +38.5% | +28.6% |
| YTD | +20.7% | -45.5% | +66.2% | +26.0% |
| 1Y | +31.4% | -44.8% | +76.2% | +37.0% |
| 3Y | +41.8% | +45.5% | -3.7% | +33.3% |
| All | +184.6% | -45.3% | +229.9% | +170.7% |
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