+24.3%
BMY vs ESI
+74.4%
-50.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -4.8% | +3.9% | -8.7% | -5.1% |
| 30D | -0.7% | -3.8% | +3.1% | -0.4% |
| 3M | +15.3% | -13.1% | +28.5% | +16.1% |
| 6M | +8.5% | +11.3% | -2.8% | +5.8% |
| YTD | +23.4% | +44.1% | -20.7% | +16.6% |
| 1Y | +42.9% | +40.3% | +2.6% | +35.1% |
| 3Y | +22.0% | +84.1% | -62.1% | +10.8% |
| 5Y | +24.3% | +75.8% | -51.5% | +11.2% |
| All | +24.3% | +74.4% | -50.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling