+46.5%
CMCSA vs FIVN
+243.6%
-197.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.8% |
| 7D | +3.2% | -2.8% | +6.0% | +3.4% |
| 30D | +19.5% | -17.4% | +36.9% | +21.5% |
| 3M | -2.4% | -19.2% | +16.8% | -0.9% |
| 6M | +3.8% | +29.4% | -25.5% | -0.3% |
| YTD | -5.4% | +36.3% | -41.6% | -10.8% |
| 1Y | +1.1% | +33.5% | -32.3% | -4.5% |
| 3Y | -27.1% | -56.8% | +29.7% | -23.9% |
| 5Y | -40.3% | -83.0% | +42.7% | -33.9% |
| 10Y | +6.0% | +87.3% | -81.3% | -7.6% |
| All | +46.5% | +243.6% | -197.2% | +18.4% |
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