-38.4%
BIDU vs FIVN
+282.0%
-320.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | 0.0% |
| 7D | -2.4% | -9.6% | +7.1% | -0.4% |
| 30D | -16.0% | -11.9% | -4.0% | -13.9% |
| 3M | -24.0% | +40.1% | -64.1% | -30.1% |
| 6M | -24.9% | +68.3% | -93.2% | -35.1% |
| YTD | -29.6% | +51.5% | -81.0% | -38.5% |
| 1Y | -15.2% | +15.1% | -30.3% | -21.4% |
| 3Y | -32.2% | -55.6% | +23.4% | -25.6% |
| 5Y | -43.8% | -82.4% | +38.7% | -27.9% |
| 10Y | -49.5% | +114.5% | -163.9% | -57.3% |
| All | -38.4% | +282.0% | -320.4% | -52.2% |
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