+253.4%
AZN vs FIVN
+282.0%
-28.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.8% | -1.7% |
| 7D | -2.9% | -9.6% | +6.7% | -2.2% |
| 30D | -3.1% | -11.9% | +8.9% | -2.3% |
| 3M | -14.4% | +40.1% | -54.5% | -17.0% |
| 6M | -19.5% | +68.3% | -87.8% | -23.6% |
| YTD | -13.8% | +51.5% | -65.2% | -17.7% |
| 1Y | -2.4% | +15.1% | -17.5% | -4.9% |
| 3Y | +21.3% | -55.6% | +76.8% | +26.0% |
| 5Y | +53.6% | -82.4% | +136.1% | +68.9% |
| 10Y | +220.1% | +114.5% | +105.7% | +182.1% |
| All | +253.4% | +282.0% | -28.6% | +184.7% |
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