+375.4%
BLK vs FIVN
+285.7%
+89.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.4% |
| 7D | -3.3% | -7.8% | +4.5% | -2.1% |
| 30D | -6.5% | -1.7% | -4.8% | -6.4% |
| 3M | +6.7% | +47.2% | -40.4% | -0.5% |
| 6M | +14.7% | +82.7% | -68.0% | +1.5% |
| YTD | +2.5% | +52.9% | -50.4% | -7.1% |
| 1Y | -2.8% | +17.5% | -20.2% | -8.3% |
| 3Y | +65.9% | -55.8% | +121.7% | +77.4% |
| 5Y | +33.0% | -82.3% | +115.3% | +56.7% |
| 10Y | +281.2% | +116.5% | +164.7% | +208.4% |
| All | +375.4% | +285.7% | +89.8% | +250.3% |
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 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