+663.0%
BX vs FIVN
+292.8%
+370.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | -0.3% |
| 7D | -2.0% | -8.2% | +6.3% | -0.2% |
| 30D | -2.3% | -8.1% | +5.8% | -0.7% |
| 3M | +18.5% | +34.9% | -16.4% | +9.7% |
| 6M | +23.7% | +72.6% | -48.9% | +6.5% |
| YTD | -10.4% | +55.8% | -66.1% | -21.6% |
| 1Y | -19.6% | +17.1% | -36.7% | -25.4% |
| 3Y | +30.8% | -54.3% | +85.1% | +42.8% |
| 5Y | +24.3% | -81.6% | +105.9% | +53.5% |
| 10Y | +679.5% | +109.2% | +570.3% | +588.9% |
| All | +663.0% | +292.8% | +370.2% | +536.5% |
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 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