+192.4%
BNY vs COMP
-18.6%
+211.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.4% | +0.7% |
| 7D | +1.2% | +7.2% | -6.0% | +0.4% |
| 30D | +6.4% | +6.4% | 0.0% | +5.5% |
| 3M | -4.8% | -19.4% | +14.6% | -3.2% |
| 6M | +16.8% | +14.6% | +2.2% | +14.2% |
| YTD | +32.5% | -5.5% | +38.0% | +30.9% |
| 1Y | +38.6% | +13.7% | +25.0% | +34.4% |
| 3Y | +254.3% | +409.7% | -155.4% | +184.7% |
| 5Y | +192.4% | -17.0% | +209.5% | +156.3% |
| All | +192.4% | -18.6% | +211.1% | +156.3% |
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