+144.8%
BDX vs FIVN
+282.0%
-137.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.6% |
| 7D | -4.1% | -9.6% | +5.5% | -3.2% |
| 30D | +0.1% | -11.9% | +12.0% | +1.1% |
| 3M | +18.3% | +40.1% | -21.8% | +14.0% |
| 6M | +10.1% | +68.3% | -58.2% | +3.6% |
| YTD | +19.4% | +51.5% | -32.0% | +13.0% |
| 1Y | +22.3% | +15.1% | +7.2% | +18.5% |
| 3Y | -9.4% | -55.6% | +46.2% | -6.1% |
| 5Y | -2.0% | -82.4% | +80.4% | +7.6% |
| 10Y | +59.6% | +114.5% | -54.9% | +36.9% |
| All | +144.8% | +282.0% | -137.3% | +99.0% |
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 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