+405.2%
DGX vs FIVN
+282.0%
+123.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.2% |
| 7D | -2.2% | -9.6% | +7.4% | -1.4% |
| 30D | -0.9% | -11.9% | +11.0% | 0.0% |
| 3M | +15.6% | +40.1% | -24.5% | +11.8% |
| 6M | +17.8% | +68.3% | -50.6% | +11.2% |
| YTD | +37.5% | +51.5% | -14.0% | +30.5% |
| 1Y | +31.2% | +15.1% | +16.0% | +27.4% |
| 3Y | +96.6% | -55.6% | +152.2% | +104.7% |
| 5Y | +64.9% | -82.4% | +147.4% | +83.2% |
| 10Y | +254.6% | +114.5% | +140.1% | +204.5% |
| All | +405.2% | +282.0% | +123.2% | +305.2% |
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