+109.1%
AMGN vs PHM
+149.8%
-40.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.8% |
| 7D | -13.9% | -6.4% | -7.5% | -12.7% |
| 30D | -7.1% | -12.1% | +4.9% | -4.7% |
| 3M | +13.9% | -1.5% | +15.5% | +14.2% |
| 6M | +3.2% | -6.0% | +9.3% | +4.3% |
| YTD | +19.2% | -0.3% | +19.5% | +18.9% |
| 1Y | +41.1% | -13.3% | +54.5% | +44.2% |
| 3Y | +61.3% | +47.6% | +13.7% | +49.2% |
| 5Y | +109.1% | +154.7% | -45.7% | +76.3% |
| All | +109.1% | +149.8% | -40.8% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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