-18.4%
BAX vs FIVN
+253.1%
-271.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -0.6% | -22.8% | +22.2% | +2.0% |
| 30D | +6.3% | -21.3% | +27.6% | +8.7% |
| 3M | -4.6% | -14.0% | +9.4% | -3.6% |
| 6M | +50.4% | +31.1% | +19.3% | +44.4% |
| YTD | +38.0% | +40.0% | -2.0% | +30.1% |
| 1Y | +44.6% | +38.1% | +6.5% | +36.4% |
| 3Y | -15.1% | -55.7% | +40.5% | -12.1% |
| 5Y | -63.3% | -82.5% | +19.2% | -59.7% |
| 10Y | -34.4% | +92.4% | -126.8% | -43.6% |
| All | -18.4% | +253.1% | -271.4% | -32.5% |
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