+33.0%
BLK vs BNY
+256.6%
-223.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | -1.3% | -2.0% | -2.4% |
| 30D | -6.5% | -0.2% | -6.4% | -6.5% |
| 3M | +6.7% | +14.9% | -8.2% | -3.2% |
| 6M | +14.7% | +40.0% | -25.3% | -9.5% |
| YTD | +2.5% | +42.0% | -39.5% | -20.2% |
| 1Y | -2.8% | +56.9% | -59.6% | -29.5% |
| 3Y | +65.9% | +289.9% | -224.0% | -36.3% |
| All | +33.0% | +256.6% | -223.6% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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