+216.3%
BHP vs FIVN
+282.0%
-65.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.6% |
| 7D | +0.9% | -9.6% | +10.5% | +1.9% |
| 30D | +4.0% | -11.9% | +16.0% | +5.3% |
| 3M | +11.3% | +40.1% | -28.8% | +6.4% |
| 6M | +29.3% | +68.3% | -39.0% | +19.8% |
| YTD | +59.2% | +51.5% | +7.7% | +48.6% |
| 1Y | +80.8% | +15.1% | +65.7% | +74.0% |
| 3Y | +88.0% | -55.6% | +143.6% | +96.7% |
| 5Y | +126.6% | -82.4% | +209.1% | +154.8% |
| 10Y | +515.7% | +114.5% | +401.3% | +397.3% |
| All | +216.3% | +282.0% | -65.7% | +129.7% |
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