+557.2%
PHM vs BMRN
-29.6%
+586.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -5.0% | -1.3% | -3.7% | -4.6% |
| 30D | -8.4% | -6.5% | -1.9% | -6.8% |
| 3M | -4.4% | +18.3% | -22.7% | -8.9% |
| 6M | -3.7% | +8.9% | -12.6% | -6.5% |
| YTD | +1.3% | +10.5% | -9.2% | -2.3% |
| 1Y | -14.0% | +17.5% | -31.5% | -19.0% |
| 3Y | +48.1% | -27.7% | +75.8% | +55.9% |
| 5Y | +158.8% | -15.8% | +174.6% | +156.3% |
| All | +557.2% | -29.6% | +586.8% | +524.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling