-15.6%
CMCSA vs FIVN
+20.3%
-35.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | 0.0% |
| 7D | -4.9% | -7.8% | +3.0% | -4.5% |
| 30D | -1.1% | -1.7% | +0.7% | -1.0% |
| 3M | +6.6% | +47.2% | -40.6% | +4.6% |
| 6M | -15.5% | +82.7% | -98.2% | -16.9% |
| YTD | -6.7% | +52.9% | -59.6% | -6.6% |
| 1Y | -15.6% | +17.5% | -33.1% | -15.9% |
| All | -15.6% | +20.3% | -35.9% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling