+93.9%
BA vs FIVN
+318.5%
-224.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.2% |
| 7D | +1.2% | -2.3% | +3.4% | +1.5% |
| 30D | -11.6% | +12.4% | -24.0% | -13.4% |
| 3M | -2.4% | +36.0% | -38.4% | -7.1% |
| 6M | -6.6% | +86.0% | -92.6% | -16.0% |
| YTD | -2.2% | +65.9% | -68.2% | -11.2% |
| 1Y | -8.0% | +26.5% | -34.5% | -13.4% |
| 3Y | -5.0% | -54.2% | +49.2% | -0.1% |
| 5Y | -2.7% | -80.5% | +77.7% | +9.7% |
| 10Y | +75.9% | +109.6% | -33.8% | +50.8% |
| All | +93.9% | +318.5% | -224.6% | +57.7% |
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