-12.1%
COMP vs FIVN
-82.6%
+70.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.3% |
| 7D | +8.9% | -17.4% | +26.3% | +16.6% |
| 30D | +14.0% | -20.4% | +34.4% | +23.8% |
| 3M | -21.1% | -9.6% | -11.5% | -20.4% |
| 6M | +20.1% | +34.7% | -14.6% | -4.3% |
| YTD | -5.0% | +40.6% | -45.6% | -31.5% |
| 1Y | +5.7% | +34.3% | -28.6% | -21.9% |
| 3Y | +412.2% | -55.5% | +467.7% | +580.7% |
| 5Y | -12.1% | -82.5% | +70.4% | +103.8% |
| All | -12.1% | -82.6% | +70.5% | +103.8% |
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