+38.2%
BMY vs ESTC
+23.7%
+14.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.3% |
| 7D | -4.8% | -3.3% | -1.5% | -4.7% |
| 30D | -0.7% | +13.4% | -14.1% | -1.3% |
| 3M | +15.3% | +41.3% | -26.0% | +13.4% |
| 6M | +8.5% | +62.6% | -54.1% | +5.9% |
| YTD | +23.4% | +14.8% | +8.7% | +22.2% |
| 1Y | +42.9% | -5.1% | +48.0% | +42.6% |
| 3Y | +22.0% | +11.2% | +10.8% | +18.4% |
| 5Y | +24.3% | -47.0% | +71.3% | +25.7% |
| All | +38.2% | +23.7% | +14.5% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling