-19.0%
BAX vs FIVN
-56.5%
+37.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.7% |
| 7D | +0.1% | -2.8% | +2.9% | +0.4% |
| 30D | +4.1% | -17.4% | +21.5% | +6.4% |
| 3M | -4.5% | -19.2% | +14.6% | -2.5% |
| 6M | +49.2% | +29.4% | +19.9% | +41.6% |
| YTD | +35.2% | +36.3% | -1.0% | +25.8% |
| 1Y | +38.3% | +33.5% | +4.8% | +28.8% |
| 3Y | -19.0% | -56.8% | +37.8% | -14.8% |
| All | -19.0% | -56.5% | +37.4% | -14.8% |
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 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