Jeremy Hellickson came within one out of a three-hitter on his birthday and the Tampa Bay Rays beat the New York Yankees 3-0 Sunday to complete a season-opening sweep and match the best start in club history.

Carlos Pena and Jeff Keppinger homered for Tampa Bay, which also started with three consecutive wins in 2002.

The Yankees are 0-3 for the first time since 1998, when they went on to win 114 games and the World Series.

Celebrating his 25th birthday, Hellickson (1-0) limited the Yankees to doubles by Nick Swisher, Mark Teixeira and Alex Rodriguez. The 2011 AL Rookie of the Year walked four, struck out four and was one out from his third career complete game and second shutout when he was replaced by Fernando Rodney after 118 pitches.

The Yankees went 0 for 6 with runners in scoring position against Hellickson and Rodney, an offseason addition to Tampa Bay's bullpen who got the win in Friday's season opener and then earned saves in each of the next two games. New York was 5 for 25 in those situations for the series.

Pena homered off starter Phil Hughes (0-1) in the third. Another offseason acquisition, Keppinger hit a solo shot off Boone Logan in the sixth. Matt Joyce drove in Tampa Bay's other run with a first-inning, broken-bat triple that skipped past sliding right fielder Raul Ibanez.

Hellickson gave up a one-out double in the second to Swisher but escaped further damage when Ibanez grounded out and Brett Gardner popped up to left field. The right-hander worked through another tight spot in the fourth after walking Rodriguez and giving up a double to Teixeira, this time getting Swisher to pop up to third base and Ibanez to fly to center field.

Rodriguez doubled with two outs in the sixth. After walking Teixeira, Hellickson struck out Swisher and didn't allow another runner until walking Swisher with two outs in the ninth.

Rodney retired Ibanez on an easy comebacker to end it.

Pena hit a grand slam off CC Sabathia and a game-winning single off Mariano Rivera in the opener. The slugger had another RBI single in Saturday's 8-6 victory over the Yankees.

The Rays' career home run leader had two of his team's five hits off Hughes, including a drive to right that was ruled a ground-rule double because of fan interference. Yankees manager Joe Girardi went to his bullpen after Hughes walked the next batter, Evan Longoria, and Logan struck out Joyce to keep Tampa Bay from building on a 2-0 lead.

NOTES: Rays DH Luke Scott left the game with a tight left hamstring and is day to day. ... Girardi said A-Rod will be the designated hitter Monday night at Baltimore, and that he might DH twice during the three-game series. ... LHP Andy Pettitte will pitch for Class-A Tampa on Monday in his second outing following a one-year retirement. ... Tampa Bay CF B.J. Upton, on the 15-day disabled list with lower back soreness, will begin a rehab assignment with Class-A Charlotte on Monday. The Rays hope to get him at least 30 at-bats before activating him. ... New York RHP Michael Pineda, out until at least May due to right shoulder tendinitis, threw at 60 feet on flat ground. ... Swisher, slowed by a pair of groin injuries during spring training, was the DH after playing defense the previous two days on the Tropicana Field artificial turf.