+233.0%
BSX vs FIVN
+282.0%
-49.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.2% |
| 7D | -7.0% | -9.6% | +2.5% | -6.1% |
| 30D | -10.9% | -11.9% | +1.0% | -9.8% |
| 3M | -8.2% | +40.1% | -48.3% | -11.9% |
| 6M | -37.5% | +68.3% | -105.8% | -41.7% |
| YTD | -52.8% | +51.5% | -104.3% | -55.7% |
| 1Y | -58.4% | +15.1% | -73.5% | -59.8% |
| 3Y | -16.5% | -55.6% | +39.0% | -12.5% |
| 5Y | -1.0% | -82.4% | +81.4% | +12.0% |
| 10Y | +91.2% | +114.5% | -23.2% | +54.9% |
| All | +233.0% | +282.0% | -49.0% | +141.9% |
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