+109.1%
AMGN vs FIVN
-82.6%
+191.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | -13.9% | -11.3% | -2.6% | -13.4% |
| 30D | -7.1% | -7.3% | +0.2% | -6.8% |
| 3M | +13.9% | +41.7% | -27.8% | +12.2% |
| 6M | +3.2% | +78.3% | -75.0% | +0.3% |
| YTD | +19.2% | +50.9% | -31.6% | +16.6% |
| 1Y | +41.1% | +19.7% | +21.5% | +39.6% |
| 3Y | +61.3% | -55.7% | +117.0% | +64.8% |
| 5Y | +109.1% | -82.6% | +191.6% | +121.8% |
| All | +109.1% | -82.6% | +191.7% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling