-14.0%
PHM vs BIIB
+51.4%
-65.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -5.0% | -1.7% | -3.3% | -4.6% |
| 30D | -8.4% | +4.0% | -12.4% | -9.2% |
| 3M | -4.4% | +8.6% | -13.0% | -6.4% |
| 6M | -3.7% | +14.0% | -17.7% | -7.0% |
| YTD | +1.3% | +23.4% | -22.1% | -5.3% |
| 1Y | -14.0% | +45.9% | -59.9% | -23.9% |
| All | -14.0% | +51.4% | -65.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 1y: compounded portfolio wealth divided by compounded BIIB 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…
1y analysis · Full analysis span regression · 6 months rolling