+17.2%
COMP vs FIVN
+88.3%
-71.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.5% |
| 7D | +1.4% | -2.3% | +3.7% | +1.4% |
| 30D | -13.3% | +12.4% | -25.7% | -13.2% |
| 3M | +41.1% | +36.0% | +5.1% | +41.1% |
| 6M | +17.2% | +86.0% | -68.8% | +23.3% |
| All | +17.2% | +88.3% | -71.1% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling