+278.5%
AVGO vs FIVN
-56.5%
+335.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.7% | -4.4% |
| 7D | +18.2% | -2.8% | +21.0% | +18.6% |
| 30D | +0.2% | -17.4% | +17.6% | +2.3% |
| 3M | -16.8% | -19.2% | +2.4% | -15.1% |
| 6M | -16.5% | +29.4% | -45.8% | -20.6% |
| YTD | +0.8% | +36.3% | -35.4% | -6.4% |
| 1Y | +2.8% | +33.5% | -30.6% | -4.2% |
| 3Y | +278.5% | -56.8% | +335.4% | +286.7% |
| All | +278.5% | -56.5% | +335.0% | +286.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling