-46.9%
BBWI vs FIVN
-55.7%
+8.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.8% | -3.5% | -5.6% |
| 7D | -4.4% | -9.6% | +5.2% | -1.9% |
| 30D | -7.4% | -11.9% | +4.5% | -4.4% |
| 3M | -2.2% | +40.1% | -42.3% | -12.0% |
| 6M | -16.3% | +68.3% | -84.7% | -31.1% |
| YTD | -9.1% | +51.5% | -60.6% | -23.2% |
| 1Y | -34.5% | +15.1% | -49.6% | -39.2% |
| All | -46.9% | -55.7% | +8.8% | -42.0% |
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