+45.8%
PHM vs BMRN
-27.4%
+73.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -6.4% | -1.4% | -5.0% | -6.1% |
| 30D | -12.1% | -5.8% | -6.3% | -11.1% |
| 3M | -1.5% | +16.6% | -18.2% | -4.6% |
| 6M | -6.0% | +7.6% | -13.6% | -7.7% |
| YTD | -0.3% | +10.2% | -10.5% | -2.7% |
| 1Y | -13.3% | +20.2% | -33.5% | -17.2% |
| All | +45.8% | -27.4% | +73.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling