+45.7%
BMY vs PHM
+59.3%
-13.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.1% | -4.1% | +6.2% | +2.9% |
| 30D | +7.0% | +16.1% | -9.1% | +3.7% |
| 3M | -0.9% | -2.5% | +1.6% | -0.6% |
| 6M | +14.9% | +12.9% | +2.0% | +11.5% |
| YTD | +22.8% | +9.0% | +13.8% | +19.7% |
| 1Y | +36.2% | +8.2% | +28.1% | +32.9% |
| 3Y | +45.7% | +58.4% | -12.8% | +34.5% |
| All | +45.7% | +59.3% | -13.6% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling