+310.9%
ALNY vs FIVN
+280.5%
+30.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -6.4% | -11.3% | +4.9% | -4.3% |
| 30D | +11.9% | -7.3% | +19.2% | +13.3% |
| 3M | -15.0% | +41.7% | -56.7% | -21.6% |
| 6M | -23.2% | +78.3% | -101.5% | -33.9% |
| YTD | -37.8% | +50.9% | -88.6% | -45.0% |
| 1Y | -47.3% | +19.7% | -66.9% | -51.4% |
| 3Y | +22.9% | -55.7% | +78.6% | +34.5% |
| 5Y | +30.6% | -82.6% | +113.1% | +67.7% |
| 10Y | +254.6% | +113.6% | +141.0% | +152.5% |
| All | +310.9% | +280.5% | +30.4% | +148.7% |
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