+34.7%
BMY vs ESTC
+23.0%
+11.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.7% |
| 7D | -0.5% | -11.5% | +11.0% | -0.1% |
| 30D | +4.1% | -7.5% | +11.6% | +4.3% |
| 3M | -2.1% | +23.1% | -25.2% | -3.3% |
| 6M | +12.2% | +75.3% | -63.1% | +9.0% |
| YTD | +20.3% | +14.1% | +6.2% | +19.0% |
| 1Y | +39.2% | -0.6% | +39.8% | +38.4% |
| 3Y | +35.6% | +20.8% | +14.8% | +31.0% |
| 5Y | +28.6% | -48.8% | +77.3% | +30.4% |
| All | +34.7% | +23.0% | +11.7% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling