+298.0%
BNY vs COMP
-50.5%
+348.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.7% | -0.3% |
| 7D | -1.3% | -5.5% | +4.2% | -0.8% |
| 30D | -0.2% | -17.4% | +17.3% | +1.5% |
| 3M | +14.9% | +24.4% | -9.4% | +12.1% |
| 6M | +40.0% | +21.8% | +18.2% | +35.8% |
| YTD | +42.0% | -0.6% | +42.5% | +40.1% |
| 1Y | +56.9% | +11.5% | +45.4% | +52.5% |
| 3Y | +289.9% | +220.4% | +69.4% | +229.5% |
| 5Y | +259.2% | -26.6% | +285.7% | +216.8% |
| All | +298.0% | -50.5% | +348.6% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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