+94.9%
BMY vs FIVN
+292.8%
-198.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.1% | +2.9% | -2.8% |
| 7D | -3.3% | -8.2% | +4.9% | -2.8% |
| 30D | 0.0% | -8.1% | +8.1% | +0.4% |
| 3M | +17.7% | +34.9% | -17.2% | +15.3% |
| 6M | +9.6% | +72.6% | -63.0% | +5.2% |
| YTD | +24.0% | +55.8% | -31.8% | +19.5% |
| 1Y | +45.1% | +17.1% | +28.0% | +42.2% |
| 3Y | +22.5% | -54.3% | +76.8% | +25.4% |
| 5Y | +22.3% | -81.6% | +103.8% | +30.2% |
| 10Y | +62.0% | +109.2% | -47.2% | +47.5% |
| All | +94.9% | +292.8% | -198.0% | +67.8% |
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