+154.7%
PHM vs BIIB
-28.2%
+182.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.8% |
| 7D | -6.4% | -4.0% | -2.3% | -5.1% |
| 30D | -12.1% | +5.7% | -17.8% | -13.7% |
| 3M | -1.5% | +10.9% | -12.5% | -5.2% |
| 6M | -6.0% | +14.3% | -20.4% | -10.9% |
| YTD | -0.3% | +22.4% | -22.7% | -8.1% |
| 1Y | -13.3% | +51.1% | -64.4% | -25.8% |
| 3Y | +47.6% | -16.8% | +64.4% | +49.2% |
| 5Y | +154.7% | -28.1% | +182.9% | +157.4% |
| All | +154.7% | -28.2% | +182.9% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling