+61.0%
BMY vs ESI
+310.7%
-249.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.4% |
| 7D | -6.4% | -2.3% | -4.1% | -6.1% |
| 30D | +0.2% | -9.0% | +9.3% | +1.4% |
| 3M | +16.0% | -13.3% | +29.2% | +17.4% |
| 6M | +8.3% | +5.3% | +3.0% | +5.8% |
| YTD | +22.2% | +37.6% | -15.4% | +14.0% |
| 1Y | +41.7% | +33.6% | +8.1% | +32.5% |
| 3Y | +20.7% | +75.8% | -55.1% | +6.3% |
| 5Y | +23.9% | +68.6% | -44.7% | +7.8% |
| All | +61.0% | +310.7% | -249.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling