+51.8%
CMCSA vs FIVN
+318.5%
-266.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -2.1% | -2.3% | +0.2% | -1.9% |
| 30D | +7.0% | +12.4% | -5.4% | +5.4% |
| 3M | +15.1% | +36.0% | -20.9% | +10.7% |
| 6M | -15.4% | +86.0% | -101.3% | -22.0% |
| YTD | -1.9% | +65.9% | -67.8% | -8.8% |
| 1Y | -12.7% | +26.5% | -39.2% | -16.5% |
| 3Y | -31.0% | -54.2% | +23.2% | -28.1% |
| 5Y | -46.1% | -80.5% | +34.4% | -40.9% |
| 10Y | +10.8% | +109.6% | -98.8% | -4.3% |
| All | +51.8% | +318.5% | -266.7% | +21.0% |
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