+256.9%
BNY vs NOC
+58.2%
+198.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | -0.2% | -9.7% | +9.5% | +0.9% |
| 3M | +14.9% | -5.6% | +20.6% | +15.6% |
| 6M | +40.0% | -28.6% | +68.6% | +44.7% |
| YTD | +42.0% | -7.9% | +49.9% | +42.1% |
| 1Y | +56.9% | -9.5% | +66.4% | +57.2% |
| 3Y | +289.9% | +28.4% | +261.5% | +268.2% |
| All | +256.9% | +58.2% | +198.7% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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