+16.0%
BX vs FIVN
-82.6%
+98.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -8.9% | -11.3% | +2.4% | -5.8% |
| 30D | -14.8% | -7.3% | -7.5% | -13.1% |
| 3M | +6.9% | +41.7% | -34.8% | -4.8% |
| 6M | +16.3% | +78.3% | -62.0% | -6.3% |
| YTD | -16.1% | +50.9% | -67.0% | -29.5% |
| 1Y | -26.8% | +19.7% | -46.4% | -34.1% |
| 3Y | +22.4% | -55.7% | +78.2% | +43.0% |
| 5Y | +16.0% | -82.6% | +98.6% | +66.2% |
| All | +16.0% | -82.6% | +98.6% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling