-29.9%
COMP vs FIVN
-80.6%
+50.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.7% |
| 7D | +1.4% | -2.3% | +3.7% | +2.4% |
| 30D | -13.3% | +12.4% | -25.7% | -19.4% |
| 3M | +41.1% | +36.0% | +5.1% | +17.6% |
| 6M | +17.2% | +86.0% | -68.8% | -22.4% |
| YTD | +5.2% | +65.9% | -60.7% | -27.0% |
| 1Y | +18.9% | +26.5% | -7.6% | -5.1% |
| 3Y | +215.9% | -54.2% | +270.1% | +341.1% |
| All | -29.9% | -80.6% | +50.7% | +43.2% |
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