+406.7%
BNY vs BAX
-38.1%
+444.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -1.3% | -7.9% | +6.5% | +1.0% |
| 30D | -0.2% | -11.7% | +11.5% | +3.3% |
| 3M | +14.9% | +16.2% | -1.3% | +9.0% |
| 6M | +40.0% | +32.0% | +8.0% | +27.1% |
| YTD | +42.0% | +24.7% | +17.3% | +30.1% |
| 1Y | +56.9% | -2.6% | +59.5% | +54.0% |
| 3Y | +289.9% | -35.0% | +324.8% | +322.6% |
| 5Y | +259.2% | -67.6% | +326.7% | +412.7% |
| All | +406.7% | -38.1% | +444.9% | +527.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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