+45.6%
BMY vs ESTC
+1.6%
+44.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.0% |
| 7D | +6.0% | -15.9% | +21.8% | +5.5% |
| 30D | +9.1% | -5.5% | +14.7% | +9.0% |
| 3M | -2.6% | +26.2% | -28.8% | -2.0% |
| 6M | +13.1% | +77.0% | -63.9% | +15.2% |
| YTD | +23.0% | +18.9% | +4.1% | +26.3% |
| 1Y | +45.6% | +1.3% | +44.3% | +50.6% |
| All | +45.6% | +1.6% | +44.0% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling