+7,924.2%
BNY vs NOC
+16,586.7%
-8,662.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | -0.2% | -9.7% | +9.5% | +3.3% |
| 3M | +14.9% | -5.6% | +20.6% | +16.8% |
| 6M | +40.0% | -28.6% | +68.6% | +56.1% |
| YTD | +42.0% | -7.9% | +49.9% | +43.9% |
| 1Y | +56.9% | -9.5% | +66.4% | +59.6% |
| 3Y | +289.9% | +28.4% | +261.5% | +240.9% |
| 5Y | +259.2% | +59.0% | +200.2% | +181.6% |
| 10Y | +413.3% | +191.3% | +222.0% | +214.2% |
| All | +7,924.2% | +16,586.7% | -8,662.5% | +1,601.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling