+248.8%
ABT vs FIVN
+292.8%
-44.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | -2.0% |
| 7D | -3.1% | -8.2% | +5.1% | -2.3% |
| 30D | -2.1% | -8.1% | +6.0% | -1.4% |
| 3M | +17.4% | +34.9% | -17.5% | +13.0% |
| 6M | -2.4% | +72.6% | -75.0% | -9.3% |
| YTD | -14.2% | +55.8% | -70.0% | -19.8% |
| 1Y | -18.3% | +17.1% | -35.5% | -21.3% |
| 3Y | +11.5% | -54.3% | +65.8% | +17.2% |
| 5Y | -9.9% | -81.6% | +71.7% | +2.5% |
| 10Y | +204.4% | +109.2% | +95.2% | +162.0% |
| All | +248.8% | +292.8% | -44.1% | +185.5% |
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