+60.7%
BMY vs BNY
+416.3%
-355.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -1.3% | -3.4% | -4.4% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | +13.1% | +14.9% | -1.8% | +9.1% |
| 6M | +8.4% | +40.0% | -31.6% | -0.5% |
| YTD | +22.0% | +42.0% | -20.0% | +11.3% |
| 1Y | +40.3% | +56.9% | -16.6% | +24.8% |
| 3Y | +20.5% | +289.9% | -269.3% | -15.6% |
| 5Y | +23.7% | +259.2% | -235.5% | -13.5% |
| All | +60.7% | +416.3% | -355.6% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling