-24.5%
CGNX vs FIVN
-82.2%
+57.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.8% |
| 7D | +3.2% | -7.8% | +11.0% | +5.1% |
| 30D | +6.0% | -1.7% | +7.7% | +6.1% |
| 3M | +3.5% | +47.2% | -43.6% | -7.3% |
| 6M | +26.3% | +82.7% | -56.4% | +4.0% |
| YTD | +79.2% | +52.9% | +26.3% | +53.2% |
| 1Y | +43.8% | +17.5% | +26.3% | +32.2% |
| 3Y | +52.0% | -55.8% | +107.8% | +72.2% |
| All | -24.5% | -82.2% | +57.7% | +5.6% |
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