+47.5%
FCX vs FIVN
+29.8%
+17.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.0% |
| 7D | -0.3% | -2.8% | +2.5% | -0.3% |
| 30D | -14.7% | -17.4% | +2.7% | -14.8% |
| 3M | -11.2% | -19.2% | +8.0% | -11.1% |
| 6M | -11.4% | +29.4% | -40.7% | -8.9% |
| YTD | +17.7% | +36.3% | -18.5% | +22.1% |
| 1Y | +47.5% | +33.5% | +14.0% | +52.9% |
| All | +47.5% | +29.8% | +17.6% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling