+252.7%
BNY vs COMP
-27.8%
+280.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | +1.5% | +4.1% | -2.6% | +1.1% |
| 30D | +3.3% | -14.5% | +17.9% | +4.8% |
| 3M | +15.3% | +41.8% | -26.5% | +11.0% |
| 6M | +42.5% | +23.6% | +18.9% | +37.9% |
| YTD | +42.0% | +1.7% | +40.3% | +39.8% |
| 1Y | +59.3% | +12.6% | +46.7% | +54.6% |
| 3Y | +291.2% | +221.9% | +69.4% | +228.9% |
| All | +252.7% | -27.8% | +280.5% | +225.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling