+36.2%
BMY vs ESTC
+24.6%
+11.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | +1.8% | -3.6% | +5.3% | +1.9% |
| 30D | +6.2% | -11.2% | +17.4% | +6.7% |
| 3M | -2.1% | +14.3% | -16.5% | -3.0% |
| 6M | +14.3% | +67.0% | -52.7% | +11.3% |
| YTD | +21.6% | +15.7% | +6.0% | +20.2% |
| 1Y | +38.8% | -6.3% | +45.0% | +38.4% |
| 3Y | +42.9% | +14.5% | +28.4% | +38.5% |
| 5Y | +30.1% | -49.9% | +79.9% | +32.4% |
| All | +36.2% | +24.6% | +11.5% | +11.0% |
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