-3.1%
BSX vs PHM
+149.8%
-152.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.8% |
| 7D | -8.2% | -6.4% | -1.8% | -7.2% |
| 30D | -15.8% | -12.1% | -3.7% | -14.0% |
| 3M | -10.8% | -1.5% | -9.3% | -10.7% |
| 6M | -38.4% | -6.0% | -32.4% | -38.0% |
| YTD | -54.8% | -0.3% | -54.5% | -55.1% |
| 1Y | -59.0% | -13.3% | -45.7% | -58.4% |
| 3Y | -20.0% | +47.6% | -67.6% | -30.0% |
| 5Y | -3.1% | +154.7% | -157.8% | -30.7% |
| All | -3.1% | +149.8% | -152.9% | -30.7% |
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