-3.4%
BDX vs ESTC
-47.2%
+43.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.9% |
| 7D | -4.3% | -4.3% | 0.0% | -4.1% |
| 30D | +1.3% | +17.7% | -16.5% | +0.4% |
| 3M | +20.2% | +42.3% | -22.0% | +18.1% |
| 6M | +8.6% | +64.6% | -56.0% | +5.8% |
| YTD | +19.0% | +17.2% | +1.8% | +17.5% |
| 1Y | +21.2% | -4.2% | +25.4% | +20.6% |
| 3Y | -9.7% | +13.5% | -23.2% | -12.3% |
| 5Y | -3.4% | -45.5% | +42.1% | -9.2% |
| All | -3.4% | -47.2% | +43.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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