+22.5%
BMY vs ESI
+82.9%
-60.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.2% |
| 7D | -3.3% | +5.4% | -8.7% | -3.8% |
| 30D | 0.0% | -4.2% | +4.1% | +0.3% |
| 3M | +17.7% | -9.6% | +27.3% | +18.0% |
| 6M | +9.6% | +18.3% | -8.7% | +5.2% |
| YTD | +24.0% | +45.8% | -21.8% | +15.1% |
| 1Y | +45.1% | +39.2% | +6.0% | +35.3% |
| 3Y | +22.5% | +86.3% | -63.8% | +9.2% |
| All | +22.5% | +82.9% | -60.4% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling