+50.0%
BMY vs BNY
+59.6%
-9.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.4% | +1.4% | -1.1% | +0.1% |
| 30D | +5.0% | +3.8% | +1.2% | +4.3% |
| 3M | +19.4% | +14.9% | +4.5% | +16.1% |
| 6M | +9.5% | +40.3% | -30.8% | +3.1% |
| YTD | +28.1% | +43.8% | -15.7% | +20.4% |
| 1Y | +50.0% | +58.9% | -8.9% | +42.5% |
| All | +50.0% | +59.6% | -9.6% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling