+54,805.5%
AMGN vs PHM
+11,050.0%
+43,755.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.5% | -6.6% | -9.5% |
| 7D | -10.3% | -2.5% | -7.8% | -9.9% |
| 30D | -3.8% | -9.7% | +5.9% | -2.2% |
| 3M | +14.4% | +2.2% | +12.2% | +13.9% |
| 6M | +7.8% | -5.7% | +13.5% | +8.6% |
| YTD | +22.6% | +2.8% | +19.7% | +21.6% |
| 1Y | +44.2% | -14.4% | +58.6% | +47.0% |
| 3Y | +65.8% | +52.2% | +13.6% | +52.9% |
| 5Y | +108.0% | +154.3% | -46.3% | +74.0% |
| 10Y | +209.9% | +545.9% | -336.0% | +114.3% |
| All | +54,805.5% | +11,050.0% | +43,755.5% | +17,225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling