-28.3%
BIIB vs FIVN
+118.5%
-146.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -1.7% | -7.8% | +6.2% | -0.4% |
| 30D | +4.0% | -1.7% | +5.7% | +4.1% |
| 3M | +8.6% | +47.2% | -38.6% | +1.0% |
| 6M | +14.0% | +82.7% | -68.7% | +0.6% |
| YTD | +23.4% | +52.9% | -29.5% | +11.5% |
| 1Y | +45.9% | +17.5% | +28.4% | +37.4% |
| 3Y | -16.1% | -55.8% | +39.7% | -9.4% |
| 5Y | -27.6% | -82.3% | +54.8% | -10.9% |
| All | -28.3% | +118.5% | -146.8% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling