+1.7%
BMRN vs FIVN
+282.0%
-280.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.1% |
| 7D | -3.8% | -9.6% | +5.8% | -2.2% |
| 30D | -6.5% | -11.9% | +5.4% | -4.7% |
| 3M | +11.2% | +40.1% | -28.9% | +4.1% |
| 6M | +5.8% | +68.3% | -62.5% | -5.5% |
| YTD | +8.4% | +51.5% | -43.1% | -2.0% |
| 1Y | +15.7% | +15.1% | +0.5% | +9.3% |
| 3Y | -28.6% | -55.6% | +27.0% | -23.4% |
| 5Y | -19.6% | -82.4% | +62.8% | -3.3% |
| 10Y | -31.5% | +114.5% | -146.0% | -46.4% |
| All | +1.7% | +282.0% | -280.3% | -27.7% |
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