+8,024.8%
BNY vs FICO
+104,095.6%
-96,070.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +3.6% |
| 7D | +1.4% | -19.2% | +20.6% | +5.4% |
| 30D | +3.8% | -14.6% | +18.4% | +6.5% |
| 3M | +14.9% | -20.1% | +35.0% | +18.2% |
| 6M | +40.3% | -36.3% | +76.7% | +49.4% |
| YTD | +43.8% | -44.9% | +88.6% | +57.1% |
| 1Y | +58.9% | -38.6% | +97.5% | +68.5% |
| 3Y | +290.4% | +4.0% | +286.4% | +262.2% |
| 5Y | +250.1% | +99.5% | +150.5% | +177.6% |
| 10Y | +410.7% | +604.7% | -193.9% | +206.4% |
| All | +8,024.8% | +104,095.6% | -96,070.7% | +2,920.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 all: compounded portfolio wealth divided by compounded FICO 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…
all analysis · Full analysis span regression · 6 months rolling