+10.5%
COMP vs FIVN
+17.0%
-6.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -17.6% | +28.4% | +12.4% |
| 7D | +13.4% | -22.6% | +36.1% | +16.5% |
| 30D | +11.1% | -16.8% | +27.9% | +12.7% |
| 3M | -18.8% | -0.9% | -18.0% | -19.5% |
| 6M | +10.5% | +28.4% | -17.9% | +3.3% |
| All | +10.5% | +17.0% | -6.5% | +3.3% |
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