+594.9%
CSCO vs FIVN
+318.5%
+276.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.8% |
| 7D | -0.7% | -2.3% | +1.6% | -0.4% |
| 30D | -10.1% | +12.4% | -22.5% | -11.7% |
| 3M | -15.7% | +36.0% | -51.7% | -19.2% |
| 6M | +36.3% | +86.0% | -49.7% | +24.6% |
| YTD | +43.8% | +65.9% | -22.1% | +32.7% |
| 1Y | +63.9% | +26.5% | +37.4% | +55.9% |
| 3Y | +104.4% | -54.2% | +158.6% | +113.3% |
| 5Y | +111.4% | -80.5% | +191.8% | +135.6% |
| 10Y | +361.7% | +109.6% | +252.0% | +281.4% |
| All | +594.9% | +318.5% | +276.4% | +437.2% |
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