+154.7%
PHM vs INCY
+69.5%
+85.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.6% |
| 7D | -6.4% | -3.7% | -2.7% | -5.5% |
| 30D | -12.1% | +1.8% | -13.9% | -12.5% |
| 3M | -1.5% | +17.0% | -18.5% | -5.2% |
| 6M | -6.0% | +28.4% | -34.4% | -11.5% |
| YTD | -0.3% | +24.8% | -25.1% | -6.1% |
| 1Y | -13.3% | +42.9% | -56.3% | -21.4% |
| 3Y | +47.6% | +92.7% | -45.1% | +21.0% |
| 5Y | +154.7% | +73.3% | +81.4% | +115.5% |
| All | +154.7% | +69.5% | +85.2% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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