+369.1%
AMGN vs FIVN
+292.8%
+76.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.1% | -3.9% | -9.6% |
| 7D | -10.3% | -8.2% | -2.0% | -9.6% |
| 30D | -3.8% | -8.1% | +4.4% | -3.2% |
| 3M | +14.4% | +34.9% | -20.5% | +11.2% |
| 6M | +7.8% | +72.6% | -64.8% | +1.9% |
| YTD | +22.6% | +55.8% | -33.2% | +16.5% |
| 1Y | +44.2% | +17.1% | +27.1% | +40.3% |
| 3Y | +65.8% | -54.3% | +120.1% | +72.0% |
| 5Y | +108.0% | -81.6% | +189.5% | +129.2% |
| 10Y | +209.9% | +109.2% | +100.7% | +155.4% |
| All | +369.1% | +292.8% | +76.3% | +258.3% |
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