-49.3%
COMP vs FIVN
-82.4%
+33.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -17.6% | +28.4% | +18.3% |
| 7D | +13.4% | -22.6% | +36.1% | +24.7% |
| 30D | +11.1% | -16.8% | +27.9% | +17.9% |
| 3M | -18.8% | -0.9% | -18.0% | -22.7% |
| 6M | +10.5% | +28.4% | -17.9% | -9.2% |
| YTD | -3.4% | +40.2% | -43.7% | -29.3% |
| 1Y | +19.7% | +30.5% | -10.9% | -9.4% |
| 3Y | +381.6% | -56.2% | +437.8% | +530.8% |
| 5Y | -17.6% | -81.0% | +63.4% | +56.4% |
| All | -49.3% | -82.4% | +33.0% | -2.6% |
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