+195.5%
AMGN vs FIVN
+118.5%
+77.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -13.7% | -7.8% | -5.9% | -13.1% |
| 30D | -8.8% | -1.7% | -7.1% | -8.7% |
| 3M | +7.2% | +47.2% | -40.0% | +3.6% |
| 6M | +1.3% | +82.7% | -81.5% | -4.7% |
| YTD | +17.6% | +52.9% | -35.3% | +12.1% |
| 1Y | +37.2% | +17.5% | +19.7% | +33.6% |
| 3Y | +57.7% | -55.8% | +113.6% | +64.6% |
| 5Y | +106.3% | -82.3% | +188.6% | +130.8% |
| All | +195.5% | +118.5% | +77.0% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling