+313.2%
CGNX vs FIVN
+285.7%
+27.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.8% |
| 7D | +3.2% | -7.8% | +11.0% | +5.0% |
| 30D | +6.0% | -1.7% | +7.7% | +6.1% |
| 3M | +3.5% | +47.2% | -43.6% | -7.0% |
| 6M | +26.3% | +82.7% | -56.4% | +5.1% |
| YTD | +79.2% | +52.9% | +26.3% | +54.3% |
| 1Y | +43.8% | +17.5% | +26.3% | +31.9% |
| 3Y | +52.0% | -55.8% | +107.8% | +68.6% |
| 5Y | -24.0% | -82.3% | +58.3% | -0.9% |
| 10Y | +189.1% | +116.5% | +72.6% | +132.7% |
| All | +313.2% | +285.7% | +27.6% | +195.0% |
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