-68.8%
BBWI vs FIVN
-82.0%
+13.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.8% | -3.5% | -5.5% |
| 7D | -4.4% | -9.6% | +5.2% | -1.6% |
| 30D | -7.4% | -11.9% | +4.5% | -4.2% |
| 3M | -2.2% | +40.1% | -42.3% | -12.7% |
| 6M | -16.3% | +68.3% | -84.7% | -31.8% |
| YTD | -9.1% | +51.5% | -60.6% | -24.2% |
| 1Y | -34.5% | +15.1% | -49.6% | -40.4% |
| 3Y | -47.0% | -55.6% | +8.6% | -38.8% |
| 5Y | -68.8% | -82.4% | +13.6% | -56.3% |
| All | -68.8% | -82.0% | +13.2% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling