-8.8%
PHM vs BMRN
+12.9%
-21.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -3.2% | +2.9% | -6.1% | -3.6% |
| 30D | -6.4% | +11.0% | -17.5% | -7.9% |
| 3M | +5.5% | +17.8% | -12.3% | +3.1% |
| 6M | -5.4% | +10.1% | -15.5% | -7.0% |
| YTD | +6.6% | +11.9% | -5.4% | +4.6% |
| 1Y | -8.8% | +17.2% | -26.1% | -8.1% |
| All | -8.8% | +12.9% | -21.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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