+925.4%
COST vs FIVN
+282.0%
+643.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.6% |
| 7D | -2.8% | -9.6% | +6.8% | -2.0% |
| 30D | -5.3% | -11.9% | +6.7% | -4.4% |
| 3M | -6.7% | +40.1% | -46.7% | -9.6% |
| 6M | -9.9% | +68.3% | -78.3% | -14.7% |
| YTD | +5.1% | +51.5% | -46.3% | +0.1% |
| 1Y | -7.3% | +15.1% | -22.4% | -9.8% |
| 3Y | +70.4% | -55.6% | +126.0% | +76.7% |
| 5Y | +104.4% | -82.4% | +186.8% | +123.9% |
| 10Y | +609.0% | +114.5% | +494.5% | +560.0% |
| All | +925.4% | +282.0% | +643.4% | +813.2% |
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 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