+83.9%
FCX vs FIVN
-56.5%
+140.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.6% |
| 7D | -0.3% | -2.8% | +2.5% | +0.1% |
| 30D | -14.7% | -17.4% | +2.7% | -13.0% |
| 3M | -11.2% | -19.2% | +8.0% | -9.4% |
| 6M | -11.4% | +29.4% | -40.7% | -16.4% |
| YTD | +17.7% | +36.3% | -18.5% | +8.0% |
| 1Y | +47.5% | +33.5% | +14.0% | +35.8% |
| 3Y | +83.9% | -56.8% | +140.7% | +99.1% |
| All | +83.9% | -56.5% | +140.4% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling