+140.1%
BP vs FIVN
+92.2%
+47.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +2.5% | -17.4% | +19.9% | +3.3% |
| 30D | -5.6% | -20.4% | +14.8% | -4.8% |
| 3M | +8.0% | -9.6% | +17.7% | +8.1% |
| 6M | +5.7% | +34.7% | -29.0% | +3.3% |
| YTD | +36.8% | +40.6% | -3.8% | +32.7% |
| 1Y | +30.7% | +34.3% | -3.6% | +27.1% |
| 3Y | +51.6% | -55.5% | +107.1% | +54.8% |
| 5Y | +112.2% | -82.5% | +194.7% | +123.0% |
| All | +140.1% | +92.2% | +47.9% | +108.5% |
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