+4,220.5%
VRTX vs PEGA
+991.9%
+3,228.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.2% |
| 7D | -0.4% | -10.0% | +9.6% | +1.0% |
| 30D | +8.0% | -12.7% | +20.7% | +9.9% |
| 3M | +11.0% | -4.6% | +15.6% | +11.4% |
| 6M | +28.2% | -13.1% | +41.3% | +29.5% |
| YTD | +21.5% | -47.6% | +69.1% | +30.5% |
| 1Y | +34.5% | -47.0% | +81.5% | +44.0% |
| 3Y | +49.5% | +42.0% | +7.5% | +35.1% |
| 5Y | +188.3% | -47.8% | +236.1% | +188.5% |
| 10Y | +493.1% | +92.0% | +401.1% | +389.6% |
| All | +4,220.5% | +991.9% | +3,228.7% | +2,221.1% |
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