+1,806.1%
EXEL vs FIVN
+243.6%
+1,562.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | -0.8% | -2.8% | +2.0% | -0.4% |
| 30D | +13.1% | -17.4% | +30.5% | +15.9% |
| 3M | +36.3% | -19.2% | +55.5% | +39.3% |
| 6M | +34.5% | +29.4% | +5.2% | +26.4% |
| YTD | +57.4% | +36.3% | +21.2% | +43.6% |
| 1Y | +62.9% | +33.5% | +29.5% | +48.8% |
| 3Y | +229.5% | -56.8% | +286.4% | +253.3% |
| 5Y | +281.2% | -83.0% | +364.2% | +363.8% |
| 10Y | +320.7% | +87.3% | +233.5% | +212.7% |
| All | +1,806.1% | +243.6% | +1,562.4% | +1,122.2% |
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