-19.9%
BAX vs FIVN
+318.5%
-338.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.3% |
| 7D | -1.1% | -2.3% | +1.1% | -0.9% |
| 30D | -5.5% | +12.4% | -17.9% | -6.9% |
| 3M | +33.5% | +36.0% | -2.5% | +28.6% |
| 6M | +35.9% | +86.0% | -50.1% | +25.4% |
| YTD | +35.4% | +65.9% | -30.6% | +25.9% |
| 1Y | +9.8% | +26.5% | -16.7% | +4.9% |
| 3Y | -32.7% | -54.2% | +21.5% | -30.4% |
| 5Y | -65.6% | -80.5% | +14.9% | -62.5% |
| 10Y | -34.9% | +109.6% | -144.6% | -44.6% |
| All | -19.9% | +318.5% | -338.4% | -34.7% |
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