+60.1%
BMY vs ESI
+318.1%
-258.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.1% | +5.5% | -3.4% | +1.3% |
| 30D | +7.0% | -7.8% | +14.8% | +7.8% |
| 3M | -0.9% | -15.0% | +14.1% | +0.8% |
| 6M | +14.9% | -24.9% | +39.8% | +18.2% |
| YTD | +22.8% | +33.2% | -10.4% | +14.4% |
| 1Y | +36.2% | +24.9% | +11.3% | +28.1% |
| 3Y | +45.7% | +77.8% | -32.1% | +27.0% |
| 5Y | +31.3% | +37.1% | -5.9% | +17.9% |
| All | +60.1% | +318.1% | -258.0% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling