-35.7%
BBWI vs FIVN
+318.5%
-354.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.3% | +3.3% |
| 7D | +1.5% | -2.3% | +3.8% | +1.9% |
| 30D | -5.2% | +12.4% | -17.6% | -7.6% |
| 3M | +11.1% | +36.0% | -24.9% | +4.1% |
| 6M | -13.4% | +86.0% | -99.3% | -24.8% |
| YTD | +0.1% | +65.9% | -65.8% | -11.6% |
| 1Y | -36.1% | +26.5% | -62.6% | -40.8% |
| 3Y | -44.1% | -54.2% | +10.1% | -40.5% |
| 5Y | -66.2% | -80.5% | +14.2% | -61.8% |
| 10Y | -54.8% | +109.6% | -164.4% | -56.1% |
| All | -35.7% | +318.5% | -354.2% | -38.9% |
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