+256.9%
BNY vs FIS
-64.9%
+321.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.3% | -7.9% | +6.6% | +0.9% |
| 30D | -0.2% | -8.0% | +7.8% | +2.0% |
| 3M | +14.9% | +0.6% | +14.3% | +13.7% |
| 6M | +40.0% | -22.2% | +62.2% | +48.9% |
| YTD | +42.0% | -40.8% | +82.8% | +64.0% |
| 1Y | +56.9% | -41.5% | +98.4% | +81.5% |
| 3Y | +289.9% | -25.5% | +315.4% | +311.4% |
| All | +256.9% | -64.9% | +321.9% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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