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ST. PETERSBURG, Fla. -- Tampa Bay manager Joe Maddon talked all spring about the importance of winning early, and the Rays have responded by matching the best start in franchise history with a season-opening sweep of the New York Yankees.

Jeremy Hellickson came within one out of a three-hitter on his birthday and the Rays beat the Yankees 3-0 Sunday to drop the defending AL East champions to 0-3 for the first time in 14 years.

The Rays, who overcame a nine-game deficit in September to earn the AL wild card last season, didn't take a lead until the ninth inning of their seventh game a year ago.

They took first-inning leads in all three games against the Yankees and swept the series with help from several players brought in this winter to bolster the offense and bullpen.

"It's looking good," said Carlos Pena, Tampa Bay's career home run leader who is back in a Rays uniform after spending 2011 with the Chicago Cubs.

Pena and another offseason acquisition, 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.

New York manager Joe Girardi isn't concerned.

"At times, it seems magnified when it's the beginning of the year," Girardi said. "We've all been through three-game losing streaks. This is a resilient club. We'll be fine."

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 with runners in scoring position for the series.

"That was a good birthday present," Hellickson said. "It's always nice to get off to a good start against these guys in our division. We came out and played hard and got three good wins."

Pena homered off starter Phil Hughes (0-1) in the third. Keppinger hit a solo shot off Boone Logan in the sixth, while 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 Swisher to escape the jam and then didn't allow another runner until walking Swisher with two outs in the ninth.

"That was very impressive," Pena said of Hellickson's performance. "He was just so calm the whole time. That's something that should never be overlooked. He's just a kid out there, and just handled the spotlight, the pressure, whatever you want to call it, in such a way that is just amazing."

Rodney retired Ibanez on an easy comebacker to end it.

"Everything they did worked out perfectly," Rodriguez said. "Everything we did worked out imperfectly."

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 and finished the series 6 for 12 with two homers and seven RBIs.

Hughes allowed two runs and five hits, walked two and struck out five over 4 2/3 innings. Logan and three other relievers kept the Yankees in the game by holding the Rays to two hits the rest of the way.

While no one is about to panic, Rodriguez said the Yankees will carry a sense of urgency into a series that begins Monday night in Baltimore.

"You just want to win a game. Want to get this thing to 1/3 and get the train headed in the right direction," he said.

"Guys are playing hard. Offensively, we're hitting balls. Probably a dozen balls right on the nose that were caught," Rodriguez added. "We're hitting it right into the teeth of their secondary. Sometimes you just have to tip your cap and move on."

Game 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.