+825.5%
DXCM vs FIVN
+318.5%
+507.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.4% |
| 7D | -3.2% | -2.3% | -0.9% | -2.7% |
| 30D | +6.3% | +12.4% | -6.1% | +2.5% |
| 3M | +21.1% | +36.0% | -14.9% | +10.7% |
| 6M | +20.6% | +86.0% | -65.4% | -0.1% |
| YTD | +32.4% | +65.9% | -33.5% | +11.8% |
| 1Y | +8.8% | +26.5% | -17.7% | -2.1% |
| 3Y | -13.7% | -54.2% | +40.5% | -4.5% |
| 5Y | -35.2% | -80.5% | +45.3% | -14.9% |
| 10Y | +281.8% | +109.6% | +172.2% | +183.0% |
| All | +825.5% | +318.5% | +507.0% | +496.3% |
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 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