+682.2%
ABBV vs FIVN
+292.8%
+389.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.1% | +3.1% | -2.6% |
| 7D | -4.3% | -8.2% | +3.9% | -3.8% |
| 30D | +1.1% | -8.1% | +9.2% | +1.6% |
| 3M | +12.3% | +34.9% | -22.6% | +9.9% |
| 6M | +9.8% | +72.6% | -62.9% | +5.2% |
| YTD | +11.5% | +55.8% | -44.3% | +7.2% |
| 1Y | +22.3% | +17.1% | +5.1% | +19.7% |
| 3Y | +85.2% | -54.3% | +139.5% | +90.3% |
| 5Y | +170.8% | -81.6% | +252.4% | +192.6% |
| 10Y | +485.4% | +109.2% | +376.3% | +378.6% |
| All | +682.2% | +292.8% | +389.3% | +486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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